def cg(A, b, x, imax=50, eps=1e-6): """ A, b, x : matrix, rhs, solution imax : maximum allowed iterations eps : tolerance for convergence """ # allocate work vectors r = b.duplicate() d = b.duplicate() q = b.duplicate() # initialization i = 0 A.mult(x, r) r.aypx(-1, b) r.copy(d) delta_0 = r.dot(r) delta = delta_0 # enter iteration loop while i < imax and \ delta > delta_0 * eps**2: A.mult(d, q) alpha = delta / d.dot(q) x.axpy(+alpha, d) r.axpy(-alpha, q) delta_old = delta delta = r.dot(r) beta = delta / delta_old d.aypx(beta, r) i = i + 1 return i, delta**0.5