Conjugate gradient method

For positive definite matrices only.

TODO application.

TODO speedup over algorithm for general matrices.

www.studentclustercompetition.us/ comments:

The HPCG benchmark uses a preconditioned conjugate gradient (PCG) algorithm to measure the performance of HPC platforms with respect to frequently observed but challenging patterns of computing, communication, and memory access. While HPL provides an optimistic performance target for applications, HPCG can be considered as a lower bound on performance. Many of the top 500 supercomputers also provide their HPCG performance as a reference.