Have a look at the IterativeSolvers package: https://github.com/JuliaLang/IterativeSolvers.jl
It hasn't seen much development in the last couple months, but it does contain CG and GMRES implementations that can take preconditioners. On Wednesday, April 9, 2014 8:53:02 AM UTC-7, Alexander Samoilov wrote: > > Hello All, > > I failed to find an PCG implementation in standard Julia distribution for > Symmetric Positive Definite (SPD) matrices. > > Conducted a search for the topic in the group and found a similar thread - > even wider - GMRES implementation in Julia programming language (i.e. for > non-symmetric): > > > https://groups.google.com/forum/#!searchin/julia-users/conjugate$20gradient/julia-users/AC_K69N2nb8/ixaOEC_7q2UJ > > Do you have a new information on the status of PCG/GMRES for SPD/non-SPD > matrices? > > Thanks! > Alexander >
