cgne, a MATLAB code which implements the conjugate gradient method (CG) for the normal equations, that is, a method for solving a system of linear equations of the form A*x=b, where the matrix A is not symmetric positive definite (SPD). In this case, it is attempted to set up and solve the normal equations A'*A*x=A'*b.
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
cgne is available in a MATLAB version.
bicg, a MATLAB code which implements the biconjugate gradient method (BICG), which estimates the solution of a large sparse nonsymmetric linear system.
cg, a MATLAB 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 where the matrix A is symmetric positive definite (SPD) (only real, positive eigenvalues).
cg_rc, a MATLAB code which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication.
cg_squared, a MATLAB code which implements the conjugate gradient squared (CGS) method for solving a nonsymmetric sparse linear system A*x=b.
gmres, a MATLAB code which applies the Generalized Minimum Residual (GMRES) method to solve a nonsymmetric sparse linear system.