nk027/sanic
Fast routines for solving large systems of linear equations in R. Makes Eigen Cholesky-, LU-, QR-, and iterative (Conjugate Gradient, BiCGSTAB) solvers for both dense and sparse problems available.
GitHub repository with 9 stars and 2 forks.
Language: R
Topics: solvers, bicgstab, cholesky, conjugate-gradient, eigen, linear-equations