Conjugate Gradient: HPF Program I
DO WHILE (err > tol)
i = i + 1; rho_old = rho
rho = SUM( r(1:n-1,1:n-1)**2 )
IF (i=1) THEN
ELSE
END IF
CALL a_times_vector(p, q)
alpha = rho / SUM(p*q)
u = u + alpha * p
r = r – alpha * q
err = MAXVAL(ABS(r(1:n-1,1:n-1)))