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 |
| 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: pcg_1.1.tgz, r-oldrel: pcg_1.1.tgz |
| Old sources: | pcg archive |
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