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Published byLoraine Scott Modified over 9 years ago
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2.7.6 Conjugate Gradient Method for a Sparse System Shi & Bo
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What is sparse system
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Conjugate Gradient Method Ax=b The ordinary conjugate gradient algorithm: ▫steepest descent method
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steepest descent method
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Choose direction
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Choose step size
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When to stop
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Symmetric but non-positive definite A
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Thanks Reference ▫Numerical Recipes ▫Steepest Decent and Conjugate Gradients, w3.pppl.gov/m3d/reference/SteepestDecentandC G.ppt
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Reference Numerical Recipes Steepest Decent and Conjugate Gradients
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