Initial commit for Conjugate Gradient method

Implementation is based on http://www.cs.cmu.edu/~quake-papers/painless-conjugate-gradient.pdf So far we only have basic interface and empty test. But it compiles at least.
2013-09-20 15:12:48 +08:00
parent 0ecd7913f8
commit eb1333d0a8
2 changed files with 18 additions and 1 deletions
--- a/modules/optim/doc/optim.rst
+++ b/modules/optim/doc/optim.rst
@@ -10,3 +10,4 @@ optim. Generic numerical optimization
    linear_programming
    downhill_simplex_method
    primal_dual_algorithm
+    conjugate_gradient