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cgsolve

Function cgsolve 

Source
fn cgsolve(
    a: &mut impl FnMut(&[f64], &mut [f64]),
    b: &[f64],
    tol: f64,
    maxiter: usize,
    progress: &mut impl FnMut(usize, usize),
) -> Vec<f64>
Expand description

cgsolve.m (Romberg; as modified for MEDI) from x0 = 0: conjugate gradients on A x = b, stopping after maxiter iterations or when ||r|| / ||b|| <= tol, with the residual recomputed from x every 50 iterations. Returns the last iterate, as cgsolve.m does.