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

Preconditioned conjugate gradient method

Documentation

Preconditioned conjugate gradient method. Given Matrix A, preconditioner Matrix B, vector b and initial guess x, iteratively solve A x = b. When the default arguments are used PCG doesn't print current residuals and number of iterations, maximum number of iterations is 1000, the relative tolerance is 10e-12 and the absolute tolerance is 10e-24. Remark : if no better initial guess is available, the user may set it as B b (since not done in PCG routine). *

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