pcg: Preconditioned Conjugate Gradient Algorithm for solving Ax=b
The package solves linear system of equations Ax=b by using Preconditioned Conjugate Gradient Algorithm where A is real symmetric positive definite matrix. A suitable preconditioner matrix may be provided by user. This can also be used to minimize quadratic function (x'Ax)/2-bx for unknown x.
| Version: |
1.1 |
| Published: |
2014-04-03 |
| DOI: |
10.32614/CRAN.package.pcg |
| Author: |
B N Mandal and Jun Ma |
| Maintainer: |
B N Mandal <mandal.stat at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| CRAN checks: |
pcg results |
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