Rlinsolve

Iterative Solvers for (Sparse) Linear System of Equations

Solving a system of linear equations is one of the most fundamental computational problems for many fields of mathematical studies, such as regression problems from statistics or numerical partial differential equations. We provide basic stationary iterative solvers such as Jacobi, Gauss-Seidel, Successive Over-Relaxation and SSOR methods. Nonstationary, also known as Krylov subspace methods are also provided. Sparse matrix computation is also supported in that solving large and sparse linear systems can be manageable using 'Matrix' package along with 'RcppArmadillo'. For a more detailed description, see a book by Saad (2003) <doi:10.1137/1.9780898718003>.

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Package
Rlinsolve
Type
Package
Title
Iterative Solvers for (Sparse) Linear System of Equations
Version
0.2.0
Description
Solving a system of linear equations is one of the most fundamental computational problems for many fields of mathematical studies, such as regression problems from statistics or numerical partial differential equations. We provide basic stationary iterative solvers such as Jacobi, Gauss-Seidel, Successive Over-Relaxation and SSOR methods. Nonstationary, also known as Krylov subspace methods are also provided. Sparse matrix computation is also supported in that solving large and sparse linear systems can be manageable using 'Matrix' package along with 'RcppArmadillo'. For a more detailed description, see a book by Saad (2003) .
License
GPL (>= 3)
Encoding
UTF-8
LazyData
true
Imports
Rcpp (>= 0.12.4), Matrix, Rdpack
LinkingTo
bigmemory, BH, Rcpp, RcppArmadillo
Depends
R (>= 3.3.0), bigmemory
RoxygenNote
6.0.1
RdMacros
Rdpack
NeedsCompilation
yes
Packaged
2018-02-05 09:27:53 UTC; kisung
Author
Kisung You [aut, cre] ()
Maintainer
Kisung You
Repository
CRAN
Date/Publication
2018-02-12 16:12:49 UTC

install.packages('Rlinsolve')

0.2.0

6 days ago

Kisung You

GPL (>= 3)

Depends on

R (>= 3.3.0), bigmemory

Imports

Rcpp (>= 0.12.4), Matrix, Rdpack

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