cgmS(C,b)

Solves Ax=b using the conjugate gradient method; it's capable of quickly solving equations with very large sparse matrices (even those that exceed MATLAB's storage limitations).
usage (examples at end of m-file):
x=cgmS(C,b);
In the above command, C is the matrix A stored in a row-compressed format (this is explained at end of m-file)

This program is most useful for large sparse matrices (but it will work on non-sparse matrices). For non-large matrices it might be easier, and faster, to use cgm(A,b), which is also available via MATLAB's file exchange.