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:

Reference manual: pcg.pdf

Downloads:

Package source: pcg_1.1.tar.gz
Windows binaries: r-devel: pcg_1.1.zip, r-release: pcg_1.1.zip, r-oldrel: pcg_1.1.zip
macOS binaries: r-release (arm64): pcg_1.1.tgz, r-oldrel (arm64): pcg_1.1.tgz, r-release (x86_64): pcg_1.1.tgz, r-oldrel (x86_64): pcg_1.1.tgz
Old sources: pcg archive

Linking:

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