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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 |
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 |
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 |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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