Derivation of the conjugate gradient method: Difference between revisions

Revision as of 20:48, 25 June 2021

Revision as of 15:49, 17 February 2022

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by defining <math>\boldsymbol{v}_i=\boldsymbol{w}_i/\lVert\boldsymbol{w}_i\rVert_2</math> where

:<math>\boldsymbol{wv}_i=\begin{cases}

\boldsymbol{r}_0 & \text{if }i=1\text{,}\\

\boldsymbol{Av}_{i-1}-\sum_{j=1}^{i-1}(\boldsymbol{v}_j^\mathrm{T}\boldsymbol{Av}_{i-1})\boldsymbol{v}_j & \text{if }i>1\text{.}