采用CG法求解稀疏对称非奇异矩阵得到的线性系统Ax=b-Implementation of a conjugate-gradient type method for solving sparse linear equations:

Solve Ax = b or (A- sI)x = b.

The matrix A- sI must be symmetric and nonsingular, but it may be definite or indefinite. The scalar s is a shifting parameter-- it may be any number. The method is based on Lanczos tridiagonalization. You may provide a preconditioner, but it must be positive definite.