cg_rc

cg_rc, a FORTRAN90 code which implements the conjugate gradient (CG) method for solving a symmetric positive definite (SPD) sparse linear system A*x=b, using reverse communication (RC).

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

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

Related Data and Programs:

BACKTRACK_BINARY_RC, a FORTRAN90 code which carries out a backtrack search for a set of binary decisions, using reverse communication.

BISECTION_RC, a FORTRAN90 code which seeks a solution to the equation F(X)=0 using bisection within a user-supplied change of sign interval [A,B]. The procedure is written using reverse communication.

CG, a FORTRAN90 code 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.

cg_rc_test

JACOBI, a FORTRAN90 code which implements the Jacobi iteration for solving symmetric positive definite systems of linear equations.

LOCAL_MIN_RC, a FORTRAN90 code which finds a local minimum of a scalar function of a scalar variable, without the use of derivative information, using reverse communication (RC), by Richard Brent.

MGMRES, a FORTRAN90 code which applies the restarted GMRES algorithm to solve a sparse linear system.

newton_rc, a FORTRAN90 code which solves a system of nonlinear equations by Newton's method, using reverse communication (RC).

root_rc, a FORTRAN90 code which seeks a solution of a scalar nonlinear equation f(x) = 0, or a system of nonlinear equations, using reverse communication (RC), by Gaston Gonnet.

roots_rc, a FORTRAN90 code which seeks a solution of a system of nonlinear equations f(x) = 0, using reverse communication (RC), by Gaston Gonnet.

SORT_RC, a FORTRAN90 code which can sort a list of any kind of objects, using reverse communication (RC).

ZERO_RC, a FORTRAN90 code which seeks a solution of a scalar nonlinear equation f(x) = 0, using reverse communication (RC), by Richard Brent.

Reference:

1. Richard Barrett, Michael Berry, Tony Chan, James Demmel, June Donato, Jack Dongarra, Victor Eijkhout, Roidan Pozo, Charles Romine, Henk van der Vorst,
   Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods,
   SIAM, 1994,
   ISBN: 0898714710,
   LC: QA297.8.T45.
2. Jonathan Shewchuk,
   An introduction to the conjugate gradient method without the agonizing pain, Edition 1.25, August 1994.

Source Code:

• cg_rc.f90, the source code.
• cg_rc.sh, compiles the source code.