nonlinear conjugate gradient method solver in C++

[Peng Yu]

Hi,

I'm wondering if there is any public available nonlinear conjugate
gradient solver in C++. Can somebody give me some recommendation?

Thanks,
Peng

[Peter Spellucci]

In article <1194388333.6...@o80g2000hse.googlegroups.com>,

what about a google with "conjugate gradient c++" ?
Iterative Methods Library in C++

IML++ is a C++ templated library of modern iterative methods for solving both
... Richardson Iteration · Chebyshev Iteration · Conjugate Gradient (CG) ...
math.nist.gov/iml++/ - 3k -
PROGRAMS CONCERNING MATRICES IN C/C++
-
PROGRAMS CONCERNING MATRICES IN C/C++ ... Solving a symmetric linear system
by Conjugate Gradient method; Demonstration program of Conjugate Gradient
method ...
perso.orange.fr/jean-pierre.moreau/c_matrices.html - 12k -

Gauss-Newton and Conjugate-Gradient Optimization
-
You will also find code for conjugate-gradient and line-search optimizations.
... See an older C++ version [ ../conjugate_gradients/ ] ...
billharlan.com/pub/code/inv/ - 14k - Im Cache - Ähnliche Seiten
Mathtools.net : C,C++/Optimization

An easy-to-use C++ library for unconstrained optimization
including Secant methods (DFP, BFGS) and Conjugate Gradient methods
along with several efficient ...
www.mathtools.net/C_C__/Optimization/ - 27k -

hth
peter

[Peng Yu]

On Nov 7, 5:25 am, spellu...@fb04373.mathematik.tu-darmstadt.de (Peter
Spellucci) wrote:
> In article <1194388333.687205.201...@o80g2000hse.googlegroups.com>,

> Peng Yu <PengYu...@gmail.com> writes:
> >Hi,
> >
> >I'm wondering if there is any public available nonlinear conjugate
> >gradient solver in C++. Can somebody give me some recommendation?
> >
> >Thanks,
> >Peng
> >
>
> what about a google with "conjugate gradient c++" ?
> Iterative Methods Library in C++
>
> IML++ is a C++ templated library of modern iterative methods for solving both
> ... Richardson Iteration · Chebyshev Iteration · Conjugate Gradient (CG) ...
> math.nist.gov/iml++/ - 3k -

Is this only good for solving Ax=b? Is it good to use for nonlinear
problem as well?

[Peter Spellucci]

In article <1194453906....@v3g2000hsg.googlegroups.com>,

Peng Yu <Peng...@gmail.com> writes:
>On Nov 7, 5:25 am, spellu...@fb04373.mathematik.tu-darmstadt.de (Peter
>Spellucci) wrote:
>> In article <1194388333.687205.201...@o80g2000hse.googlegroups.com>,
>> Peng Yu <PengYu...@gmail.com> writes:
>> >Hi,
>> >
>> >I'm wondering if there is any public available nonlinear conjugate
>> >gradient solver in C++. Can somebody give me some recommendation?
>> >
>> >Thanks,
>> >Peng
>> >
>>
>> what about a google with "conjugate gradient c++" ?
>> Iterative Methods Library in C++
>>

>> IML++ is a C++ templated library of modern iterative methods for solving =
>both
>> ... Richardson Iteration =B7 Chebyshev Iteration =B7 Conjugate Gradient (=

>CG) ...
>> math.nist.gov/iml++/ - 3k -
>

>Is this only good for solving Ax=3Db? Is it good to use for nonlinear
>problem as well?

yes, only for Ax=b but here comes what you meant:

OPT++: An Object-Oriented Class Library for Nonlinear Optimization ...
Dateiformat: PDF/Adobe Acrobat - HTML-Version
object to try the nonlinear conjugate gradient method. 5.
Summary. In this report, we have presented a C++ class library
for nonlinear unconstrained opti- ...
crd.lbl.gov/~meza/papers/opt++.pdf

KELLEY - Iterative Methods for Linear and Nonlinear Equations

GSL is a C++ library of routines, the Gnu Scientific Library,
... pcgsol.m, preconditioned conjugate gradient method.

people.scs.fsu.edu/~burkardt/m_src/kelley/kelley.html

Numerical Mathematics for Finance; Recipes, Applications and C++ code

Brents method; Simplex method; Powells method;
Conjugate gradient ... An introduction to least squares; Nonlinear models;
Confidence intervals ...
www.datasim.nl/education/coursedetails.asp?coursecategory=FE&coursecode=NMF

>
>> PROGRAMS CONCERNING MATRICES IN C/C++
>> -

>> PROGRAMS CONCERNING MATRICES IN C/C++ ... Solving a symmetric linear syst=

>em
>> by Conjugate Gradient method; Demonstration program of Conjugate Gradient
>> method ...
>> perso.orange.fr/jean-pierre.moreau/c_matrices.html - 12k -
>>
>> Gauss-Newton and Conjugate-Gradient Optimization
>> -

>> You will also find code for conjugate-gradient and line-search optimizati=

>ons.
>> ... See an older C++ version [ ../conjugate_gradients/ ] ...

>> billharlan.com/pub/code/inv/ - 14k - Im Cache - =C4hnliche Seiten
>> Mathtools.net : C,C++/Optimization
>>

and here

>> An easy-to-use C++ library for unconstrained optimization
>> including Secant methods (DFP, BFGS) and Conjugate Gradient methods

>> along with several efficient ...www.mathtools.net/C_C__/Optimization/- 27=
>k -
>
hth
peter