G'day. Quoting Zrubavel Zodikovich :

I'm looking into using uBLAS for solving some big sparse systems, specifically with conjugate gradient family of solvers. Could anyone point me towards boost-compatible implementation of such solver ?

Interestingly, I implemented a conjugate gradient solver recently, in less than 80 lines of code. http://andrew.bromage.org/solvercg.zip I'm going to work on incomplete Choleski preconditioning next, but I'm not sure when I'll get around to it. If you're interested in collaborating, let me know. Cheers, Andrew Bromage