The solution of a linear system of equations can be equivalently formulated as a quadratic minimisation problem. By suitably modifying the descent direction in the gradient method, a significant improvement in the convergence speed is obtained in the case of a symmetric and positive definite system matrix.

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Conjugate Gradient Method

  • Sören Bartels

摘要

The solution of a linear system of equations can be equivalently formulated as a quadratic minimisation problem. By suitably modifying the descent direction in the gradient method, a significant improvement in the convergence speed is obtained in the case of a symmetric and positive definite system matrix.