@hackage conjugateGradient1.0

Sparse matrix linear-equation solver, using the conjugate gradient algorithm. Note that the technique only applies to matrices that are:

• Symmetric

• Positive-definite

See http://en.wikipedia.org/wiki/Conjugate_gradient_method for details.

The conjugate gradient method can handle very large sparse matrices, where direct methods (such as LU decomposition) are way too expensive to be useful in practice.