Version 1.3.0

26th March 2013

Recent Changes

Code Download

  • Single
  • Double

MI21 Symmetric positive-definite system: conjugate gradient method

This routine uses the Conjugate Gradient method to solve the n × n symmetric positive-definite linear system Ax = b, optionally using preconditioning. If PPT is the preconditioning matrix, the routine actually solves the preconditioned system

Āx̄ = b̄,

with Ā = PAPT and b̄ = Pb and recovers the solution x = PTx̄. Reverse communication is used for preconditioning operations and matrix-vector products of the form Az.