ellalgo/conjugate_gradient2.hpp file

Functions

auto conjugate_gradient2(const Matrix& A, const Vector& b, Vector& x_vector, double tol = 1e-5, int max_iter = 1000) -> Vector

Function documentation

Vector conjugate_gradient2(const Matrix& A, const Vector& b, Vector& x_vector, double tol = 1e-5, int max_iter = 1000)

Parameters
A The matrix A in the system of linear equations Ax = b.
b The right-hand side vector b in the system of linear equations Ax = b.
x_vector The initial guess for the solution vector x. This vector will be updated in-place.
tol The tolerance for the residual norm, used as the stopping criterion.
max_iter The maximum number of iterations to perform.
Returns The solution vector x.
Exceptions
std::runtime_error if the Conjugate Gradient method does not converge after the maximum number of iterations.

Solves a system of linear equations Ax = b using the Conjugate Gradient method.