2.7.6 Conjugate Gradient Method for a Sparse System Shi & Bo.

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Presentation transcript:

2.7.6 Conjugate Gradient Method for a Sparse System Shi & Bo

What is sparse system

Conjugate Gradient Method Ax=b The ordinary conjugate gradient algorithm: ▫steepest descent method

steepest descent method

Choose direction

Choose step size

When to stop

Symmetric but non-positive definite A

Thanks Reference ▫Numerical Recipes ▫Steepest Decent and Conjugate Gradients, w3.pppl.gov/m3d/reference/SteepestDecentandC G.ppt

Reference Numerical Recipes Steepest Decent and Conjugate Gradients

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