Conjugate Gradient Method
From a practical viewpoint, all iterative methods considered in the previous chapter have been supplanted by the conjugate gradient method, which is actually a direct method used as an iterative one. For simplicity, we will restrict ourselves, throughout this chapter, to real symmetric matrices. The case of complex self-adjoint matrices is hardly more difficult. However, that of non-self-adjoint matrices is relatively more delicate to handle.
KeywordsIterative Method Conjugate Gradient Conjugate Gradient Method Chebyshev Polynomial Gradient Algorithm
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