glederrey

def conjgrad(A, b, x):
    """
    A function to solve [A]{x} = {b} linear equation system with the 
    conjugate gradient method.
    More at: http://en.wikipedia.org/wiki/Conjugate_gradient_method
    ========== Parameters ==========
    A : matrix 
        A real symmetric positive definite matrix.
    b : vector
        The right hand side (RHS) vector of the system.

glederrey

#!/usr/bin/env python

import numpy as np

def gradient(x, func, eps=1e-6):
    """
    Central finite differences for computing gradient

    INPUT:
       x: vector of parameters with shape (n, 1)