Thursday, April 24, 2008

Conjugate gradient method

Conjugate gradient method is used in two ways.

1) Solving an optimization problem: obtaining the condition to minimize some function.
2) Solving a system of linear equations.

2) is an application of 1). First define a function which gets minimum when the equations is satisfied, then using 1), get the condition = the answer of the equations..

An excellent document about conjugate gradient method.
"An Introduction to the Conjugate Gradient Method Without the Agonizing Pain"
Anybody who starts learning conjuagate gradient method should start here.
This document should be registered as a world heritage.

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