Woolz Image Processing Version 1.4.0
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Conjugate Gradient iterative method with preconditioning for the solution of linear systems with the form . A must be a symmetric postive definite matrix, i.e.
,
,
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Functions | |
AlgError | AlgMatrixCGSolve (AlgMatrix aM, double *xV, double *bV, AlgMatrix wM, void(*pFn)(void *, AlgMatrix, double *, double *), void *pDat, double tol, int maxItr, double *dstTol, int *dstItr) |
Conjugate Gradient iterative method with preconditioning for the solution of linear systems with the form ![]() ![]() ![]() ![]() ![]() ![]() ![]() ![]() |
Conjugate Gradient iterative method with preconditioning for the solution of linear systems with the form . A must be a symmetric postive definite matrix, i.e.
,
,
.
This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.
This program is distributed in the hope that it will be useful but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.
You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. This code is adapted from CG.f which is described in "Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods", Barrett, Berry, Chan, Demmel, Donato, Dongarra, Eijkhout, Pozo, Romine, and van der Vorst, SIAM Publications, 1993. Also downloadable from http://www.netlib.org/templates/index.html.