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Lecture-9 - Lecture-9 Conjugate Direction...

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1 Lecture-9 Conjugate Direction Algorithm (Solution of Linear System or Minimization of A Quadratic Function) Conjugate Gradient Linear conjugate gradient: for solving linear systems Ax= b with PD matrix, A. Exact solution in n steps (Hestenes & Stiefel, 1950s) Approximate solution in fewer than n steps Non-linear conjugate gradient: for solving large- scale non-linear optimization problems. Fletcher and Reeves, 1964 Polk-Ribiere, 1969
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