cgLanczos: CG method for positive definite Ax = b

• AUTHOR: M. A. Saunders
• CONTRIBUTORS: C. C. Paige
• CONTENTS: A MATLAB implementation of the Conjugate Gradient method for linear equations: Solve Ax = b, where the matrix A is symmetric and positive definite.
  Special feature: Returns an estimate of diag(inv(A)).
• REFERENCES:
  C. C. Paige and M. A. Saunders (1975). Solution of sparse indefinite systems of linear equations, SINUM 12, 617--629.
• RELEASE:
  22 Oct 2007: First version, implemented to assist Giannis Chantas (chanjohn@cs.uoi.gr), Dept of Computer Science, University of Ioannina, Greece.

• Matlab files