CG
Conjugate Gradient Solver for Linear Systems

CG is a C library which implements a simple version of the conjugate gradient (CG) method for solving a system of linear equations of the form A*x=b, suitable for situations in which the matrix A is positive definite (only real, positive eigenvalues) and symmetric.

Licensing:

The computer code and data files made available on this web page are distributed under the GNU LGPL license.

Languages:

CG is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

CG_RC, a C library which implements the conjugate gradient method for solving a positive definite sparse linear system A*x=b, using reverse communication.

SPARSE_DISPLAY, a C library which can read information defining a matrix of numbers and display the sparsity pattern or location of the nonzero elements using gnuplot. This operation is already available in the built-in MATLAB "spy" command.

WATHEN, a C library which compares storage schemes (full, banded, sparse triplet) and solution strategies (Linpack full, Linpack banded, conjugate gradient) for linear systems involving the Wathen matrix, which can arise when solving a problem using the finite element method (FEM).

Reference:

1. Frank Beckman,
   The Solution of Linear Equations by the Conjugate Gradient Method,
   in Mathematical Methods for Digital Computers,
   edited by John Ralston, Herbert Wilf,
   Wiley, 1967,
   ISBN: 0471706892,
   LC: QA76.5.R3.
2. Jonathan Shewchuk,
   An introduction to the conjugate gradient method without the agonizing pain, Edition 1.25, August 1994.

Source Code:

• cg.c, the source code.
• cg.h, the include file.

Examples and Tests:

• cg_test.c a sample calling program.
• cg_test.txt, the output file.

List of Routines:

• I4_MIN returns the smaller of two I4's.
• ORTH_RANDOM returns the ORTH_RANDOM matrix.
• PDS_RANDOM returns the PDS_RANDOM matrix.
• R8_NORMAL_01 samples the standard normal probability distribution.
• R8_SIGN returns the sign of an R8.
• R8_UNIFORM_01 returns a unit pseudorandom R8.
• R83_CG uses the conjugate gradient method on an R83 system.
• R83_DIF2 returns the DIF2 matrix in R83 format.
• R83_MV multiplies a R83 matrix times a vector.
• R83_RESID computes the residual R = B-A*X for R83 matrices.
• R83S_CG uses the conjugate gradient method on an R83S system.
• R83S_DIF2 returns the DIF2 matrix in R83S format.
• R83S_MV multiplies a R83S matrix times a vector.
• R83S_RESID computes the residual R = B-A*X for R83S matrices.
• R83T_CG uses the conjugate gradient method on an R83T system.
• R83T_DIF2 returns the DIF2 matrix in R83T format.
• R83T_MV multiplies a R83T matrix times a vector.
• R83T_RESID computes the residual R = B-A*X for R83T matrices.
• R8GE_CG uses the conjugate gradient method on an R8GE system.
• R8GE_DIF2 returns the DIF2 matrix in R8GE format.
• R8GE_MV multiplies an R8GE matrix by an R8VEC.
• R8GE_RESID computes the residual R = B-A*X for R8GE matrices.
• R8MAT_COPY copies one R8MAT to another.
• R8MAT_HOUSE_AXH computes A*H where H is a compact Householder matrix.
• R8MAT_IDENTITY_NEW sets the square matrix A to the identity.
• R8MAT_PRINT prints an R8MAT.
• R8MAT_PRINT_SOME prints some of an R8MAT.
• R8PBU_CG uses the conjugate gradient method on a R8PBU system.
• R8PBU_DIF2 returns the DIF2 matrix in R8PBU format.
• R8PBU_MV multiplies a R8PBU matrix times a vector.
• R8PBU_RESID computes the residual R = B-A*X for R8PBU matrices.
• R8SD_CG uses the conjugate gradient method on a R8SD linear system.
• R8SD_DIF2 returns the DIF2 matrix in R8SD format.
• R8SD_MV multiplies a R8SD matrix times a vector.
• R8SD_RESID computes the residual R = B-A*X for R8SD matrices.
• R8SP_CG uses the conjugate gradient method on a R8SP linear system.
• R8SP_DIF2 returns the DIF2 matrix in R8SP format.
• R8SP_MV multiplies a R8SP matrix times a vector.
• R8SP_RESID computes the residual R = B-A*X for R8SP matrices.
• R8VEC_COPY copies an R8VEC.
• R8VEC_DIFF_NORM returns the L2 norm of the difference of R8VEC's.
• R8VEC_DOT_PRODUCT computes the dot product of a pair of R8VEC's.
• R8VEC_HOUSE_COLUMN defines a Householder premultiplier that "packs" a column.
• R8VEC_NORM returns the L2 norm of an R8VEC.
• R8VEC_PRINT prints an R8VEC.
• R8VEC_UNIFORM_01_NEW returns a unit pseudorandom R8VEC.
• R8VEC_ZERO_NEW creates and zeroes an R8VEC.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the C source codes.