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GAMS Module A24 in NASHLIB


A24

 
Use conjugate gradient algorithm to find the solution of a set of linear equations
with nonnegative definite coefficient matrix. Illustrates use of algorithm
A24CG. (See J.C. Nash, Compact Numerical Methods for Computers: Linear Algebra
and Function Minimization, John Wiley, New York, 1979, pages 197-198.).
 
Classes  :  D2b1b . Solution of systems of linear equations, including matrix
                  inverses, and LU and related factorizations (real
                  symmetric positive definite matrices)
 
Type     : Fortran software in NASHLIB collection.
Access   : Public domain. Portable.
Precision: Single.
 
Usage    : CALL A24CG(N, B, C, TOL, G, IPR, APR, V, T, IMULT)
 
Details  : Source
Sites    : (1) ITL
 

Implementation of A24 from NASHLIB on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Single.


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