Example with a Pre Conditioner

[RoyiAvital]

Hi,

Could you add information about the Preconditioner format.

If one use the Wikipeida convention (The Preconditioned Conjugate Gradient Method) , do you require $\boldsymbol{M}$ or $\boldsymbol{M}^{-1}$?

[RoyiAvital]

Looking at the code:

ConjugateGradients.jl/src/cg.jl

Line 28 in 12a23dd

precon(data.z, data.r)

I assume you need a solver.
Namely the function should return the solution to $\boldsymbol{M} \boldsymbol{z} = \boldsymbol{r}$.