Conjugate Gradient Example 1:

using System;
using Imsl.Math;

public class ConjugateGradientEx1 : ConjugateGradient.IFunction
{
	private double[,] a = {
				{1.0, - 3.0, 2.0},
				{- 3.0, 10.0, - 5.0}, 
				{2.0, - 5.0, 6.0} };
	
	public void  Amultp(double[] p, double[] z)
	{
		
		double[] w = Matrix.Multiply(a, p);
		Array.Copy(w, 0, z, 0, z.Length);
	}
	
	public static void  Main(String[] args)
	{
		int n = 3;
		double[] b = {27.0, -78.0, 64.0};
		double[] solution = null;
		
		ConjugateGradientEx1 atp = new ConjugateGradientEx1();
		
		// Construct Cg object
		ConjugateGradient cg = new ConjugateGradient(n, atp);
		
		// Solve Ax=b
		solution = cg.Solve(b);
		new PrintMatrix("Solution").Print(solution);
	}
}

Output

       Solution
           0          
0   1.00000000000116  
1  -3.99999999999972  
2   6.99999999999984