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

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Presentation on theme: "2.7.6 Conjugate Gradient Method for a Sparse System Shi & Bo."— Presentation transcript:

1 2.7.6 Conjugate Gradient Method for a Sparse System Shi & Bo

2 What is sparse system

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

4 steepest descent method

5

6 Choose direction

7 Choose step size

8 When to stop

9 Symmetric but non-positive definite A

10

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

12 Reference Numerical Recipes Steepest Decent and Conjugate Gradients


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