CG
Conjugate Gradient Solver for Linear Systems


CG is a C library which implements a simple version of the conjugate gradient (CG) method for solving a system of linear equations of the form A*x=b, suitable for situations in which the matrix A is positive definite (only real, positive eigenvalues) and symmetric.

Licensing:

The computer code and data files made available on this web page are distributed under the GNU LGPL license.

Languages:

CG is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

CG_RC, a C library which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication.

SPARSE_DISPLAY, a C library which can read information defining a matrix of numbers and display the sparsity pattern or location of the nonzero elements using gnuplot. This operation is already available in the built-in MATLAB "spy" command.

WATHEN, a C library which compares storage schemes (full, banded, sparse triplet) and solution strategies (Linpack full, Linpack banded, conjugate gradient) for linear systems involving the Wathen matrix, which can arise when solving a problem using the finite element method (FEM).

Reference:

  1. Frank Beckman,
    The Solution of Linear Equations by the Conjugate Gradient Method,
    in Mathematical Methods for Digital Computers,
    edited by John Ralston, Herbert Wilf,
    Wiley, 1967,
    ISBN: 0471706892,
    LC: QA76.5.R3.
  2. Jonathan Shewchuk,
    An introduction to the conjugate gradient method without the agonizing pain, Edition 1.25, August 1994.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the C source codes.


Last revised on 09 July 2014.