SparseConjugateGradient(_:)

Declaration

func SparseConjugateGradient(_ options: SparseCGOptions) -> SparseIterativeMethod

Parameters

• options:

  The options to use when creating the conjugate gradient method, such as the maximum number of iterations to perform.

Return Value

A SparseIterativeMethod structure that represents a default conjugate gradient method.

Discussion

Use CG to solve Ax = b when A is symmetric positive-definite. The method may break down or fail to converge if A isn’t positive-definite.

For square, full-rank, unsymmetric or indefinite equations, use SparseGMRES(_:). For rectangular or singular systems, use SparseLSMR(_:).

See Also

Sparse Iterative Methods for Symmetric Positive-Definite Coefficient Matrices

• SparseConjugateGradient()
• SparseCGOptions