Definition:Conjugate Gradient Method

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Definition

The conjugate gradient method is an iterative technique of solving a system of simultaneous linear equations $\mathbf A \mathbf x = \mathbf b$ in which the matrix of coefficients $\mathbf A$ is symmetric and positive definite.

Its use is particularly appropriate when $\mathbf A$ is sparse, because each iteration involves a single product between the matrix and a vector.




Also see

  • Results about the conjugate gradient method can be found here.


Sources