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
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

Downloads:

Reference manual: pcg.pdf
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
OS X El Capitan binaries: r-release: pcg_1.1.tgz
OS X Mavericks binaries: r-oldrel: pcg_1.1.tgz
Old sources: pcg archive

Reverse dependencies:

Reverse suggests: Rlinsolve

Linking:

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