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.
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Also see
- Results about the conjugate gradient method can be found here.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): conjugate gradient method
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): conjugate gradient method