void CG ( const Matrix &A, const Vector &b, Vector &x, int print_iter=0, int max_num_iter=1000, double RTOLERANCE=10e-12, double ATOLERANCE=10e-24)

Conjugate gradient method

Documentation

Conjugate gradient method. Given Matrix A, vector b and initial guess x, iteratively solve A x = b. When the default arguments are used CG doesn't print current residual and number of iterations, maximum number of iterations is 1000, the relative tolerance is 10e-12 and the absolute tolerance is 10e-24 *

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