gradient

E04DGF   Unconstrained minimum, preconditioned conjugate gradient algorithm, function of several variables using first derivatives (comprehensive)
E04XAF   Estimate (using numerical differentiation) gradient and/or Hessian of a function
F11GEF   Real sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos
F11GSF   Complex sparse symmetric linear systems, preconditioned conjugate gradient or Lanczos

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© The Numerical Algorithms Group Ltd, Oxford UK. 2001