A Second Harmonic Generation Frequency Resolved Optical Gating(SHG FROG) system was developed. Its performance test shows that it is capable of accurately measuring the temporal evolution of the electric field, both amplitude and phase, of femtosecond light pulses. For the retrieval of the temporal evolution of light pulses from their spectrograms obtained by using the FROG system, Principal Components Generalized Projection(PCGP) algorithm is used and in addition we used additional constraints of second-harmonic spectrum, marginals in frequency and time-delay of the spectrogram. Such modification of the software brings about significant improvement in speed and stability of the pulse retrieval process.