Conjugate gradient method

✍ Scribed by J. L. Nazareth

• Publisher: Wiley (John Wiley & Sons)
• Year: 2009
• Tongue: English
• Weight: 111 KB
• Volume: 1
• Category: Article
• ISSN: 0163-1829
• DOI: 10.1002/wics.13

✦ Synopsis

Abstract

The conjugate gradient (CG) method for optimization and equation solving is described, along with three principal families of algorithms derived from it. In each case, a foundational CG algorithm is formulated mathematically and followed by a brief discussion of refinements and variants within its family. The hierarchical nature of the subject matter is highlighted, because each foundational CG algorithm presented is a descendant of one earlier in the list from which it inherits fundamental algorithmic properties. Copyright © 2009 John Wiley & Sons, Inc.

This article is categorized under:

Algorithms and Computational Methods > Numerical Methods