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pcg

math_audio_solvers::iterative

Function pcg 

Source 
pub fn pcg<T, A, P>(
    operator: &A,
    precond: &P,
    b: &Array1<T>,
    config: &CgConfig<T::Real>,
) -> CgSolution<T>
where
    T: ComplexField,
    A: LinearOperator<T>,
    P: Preconditioner<T>,
Expand description

Solve Ax = b using the Preconditioned Conjugate Gradient method

Uses a preconditioner M to accelerate convergence. At each iteration, the preconditioner is applied as z = M^{-1} r, and the search direction is computed using the preconditioned residual.

Note: Both A and M^{-1} must be symmetric positive definite.