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C++ API

 Solve a linear system with the preconditioned conjugated-gradient method.

 [x] = conjugategradient(fun,b,tol,maxit,pc,pc2,x0);
 [x,Q,T] = conjugategradient(fun,b,tol,maxit,pc,pc2,x0);

 solves for x
 A x = b
 using the preconditioned conjugated-gradient method.
 It provides also an approximation of A:
 A \sim Q*T*Q'

 J(x) = 1/2 (x' b - x' A x)
 ∇ J = b - A x
 A x = b - ∇ J
 b = ∇ J(0)

 the columns of Q are the Lanczos vectors

Package: divand