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 |