conjugate gradient method

共軛梯度法 (CG method, conjugate gradient method) 目錄: CG method - Direct mehtod 直接法 CG method - iterate mehtod 迭代法 For solving $Ax=b$, where $A$ is a square symmetric positive definite matrix. Assumptions: $A\in M_{n\times n}$ is a symmetric positive definite matrix. Definition: A-orthogonal (A-conjugate) 假設有兩個向量 $u_1$ 跟 $u_2$ 皆非 $0$ 且 $u_1 \neq

共軛梯度法 (CG method, conjugate gradient method) 目錄: CG method - Direct mehtod 直接法 CG method - iterate mehtod 迭代法 For solving $Ax=b$, where $A$ is a square symmetric positive definite matrix. Assumptions: $A\in M_{n\times n}$ is a symmetric positive definite matrix. Definition: A-orthogonal (A-conjugate) 假設有兩個向量 $u_1$ 跟 $u_2$ 皆非 $0$ 且 $u_1 \neq