Description of cg

cg		Programmers Guide
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Category:itl,algorithms

Component type:function

Prototype

template < class Matrix, class VectorX, class VectorB, class Preconditioner, class Iteration > int cg(const Matrix& A, VectorX& x, const VectorB& b, const Preconditioner& M, Iteration& iter) ;

Description

Solves the symmetric positive definite linear system A x = b.

A return value of 0 indicates convergence within the maximum number of iterations (determined by the iter object). A return value of 1 indicates a failure to converge.

See M. R. Hestenes nd E. Stiefel, Methods of conjugate gradients for solving linear system, Journal of Research of the National Bureau of Standards, 49(1952), pp. 409-436

Definition

cg.h

Preconditions

Complexity

Example

Notes

See also