Part of the Die Grundlehren der mathematischen Wissenschaften book series (GL, volume 186)
The Conjugate Gradient Method
The CG-algorithm is an iterative method to solve linear systems
where A is a symmetric and positive definite coefficient matrix of order n. The method has been described first by Stiefel and Hesteness [1, 2] and additional information is contained in  and . The notations used here coincide partially with those used in  where also the connexions with other methods and generalisations of the CG-algorithm are presented.
$$Ax + b = 0$$
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- 5.Engeli, M., Ginsburg, Th., Rutishauser, H., Stiefel, E.: Refined Iterative Methods for Computation of the Solution and the Eigenvalues of Self-adjoint Boundary Value Problems. Mitt. Inst, angew. Math. ETH Zürich, No. 8 (Basel: Birkhäuser 1959).Google Scholar
© Springer-Verlag Berlin · Heidelberg 1971