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 |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=pcg
to link to this page.