https://github.com/emmt/conjugategradient.jl

The conjugate gradient algorithm for Julia.
https://github.com/emmt/conjugategradient.jl

Last synced: 3 months ago
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The conjugate gradient algorithm for Julia.

• Host: GitHub
• URL: https://github.com/emmt/conjugategradient.jl
• Owner: emmt
• License: other
• Created: 2020-12-06T11:34:53.000Z (over 5 years ago)
• Default Branch: master
• Last Pushed: 2024-05-02T16:47:34.000Z (about 2 years ago)
• Last Synced: 2025-01-29T05:41:39.671Z (over 1 year ago)
• Language: Julia
• Size: 29.3 KB
• Stars: 1
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

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README

          
# Linear conjugate gradient algorithm for Julia

[![Build Status](https://github.com/emmt/ConjugateGradient.jl/actions/workflows/CI.yml/badge.svg?branch=master)](https://github.com/emmt/ConjugateGradient.jl/actions/workflows/CI.yml?query=branch%3Amaster)

[![Build Status](https://ci.appveyor.com/api/projects/status/github/emmt/ConjugateGradient.jl?svg=true)](https://ci.appveyor.com/project/emmt/ConjugateGradient-jl)

[![Coverage](https://codecov.io/gh/emmt/ConjugateGradient.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/emmt/ConjugateGradient.jl)

This [Julia](https://julialang.org/) package provides an implementation of the

(linear) conjugate gradient algorithm, possibly with a pre-conditioner.

`ConjugateGradient` exploits

[`NumOptBase`](https://github.com/emmt/NumOptBase.jl)to be as general as

possible without sacrificing performances.

One of the requirements is to avoid allocating resources on every call so that

the method can be used for real-time applications without the risk of being

interrupted by the garbage collector.  To achieve this, the implemented

algorithm has all workspace arrays stored in a context provided by the caller.

This context can be created once and used as many times as wanted (for solving

problems of the same size and type).

The implemented algorithm is very flexible in the type of variables and

operators of the problem and implements a number of possible criteria for

stopping the iterations.

## Installation

The easiest way to install `ConjugateGradient.jl` is via Julia registry

[`EmmtRegistry`](https://github.com/emmt/EmmtRegistry):

```julia

using Pkg

pkg"registry add https://github.com/emmt/EmmtRegistry"

pkg"add ConjugateGradient"

```