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

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:

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