CgIntro

# CgIntro - Administrivia Administrivia Homework 4 on web...

This preview shows pages 1–7. Sign up to view the full content.

Administrivia: October 28, 2008 Administrivia: October 28, 2008 Homework 4 on web site, due next Wednesday. Read sec. 1-12 of Shewchuk, “An introduction to the conjugate gradient method without the agonizing pain.” Final project proposals due Nov. 11: Survey paper Algorithms experiment Application experiment List of project suggestions and due dates on web site.

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
The Landscape of Sparse Ax=b Solvers The Landscape of Sparse Ax=b Solvers Pivoting LU GMRES , BiCGSTAB , Cholesky Conjugate gradient Direct A = LU Iterative y’ = Ay Non- symmetric Symmetric positive definite More Robust Less Storage More Robust More General D
Four views of the conjugate gradient method Four views of the conjugate gradient method To solve Ax = b, where A is symmetric and positive definite. 1. Operational view 2. Orthogonal sequences view 3. Optimization view 4. Convergence view

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
Four views of the conjugate gradient method Four views of the conjugate gradient method To solve Ax = b, where A is symmetric and positive definite. 1. Operational view 2. Orthogonal sequences view 3. Optimization view 4. Convergence view
Conjugate gradient iteration for Ax = b Conjugate gradient iteration for Ax = b x 0 = 0 approx solution r 0 = b residual = b - Ax d 0 = r 0 search direction for k = 1, 2, 3, . . . x k = x k-1 + … new approx solution r k = new residual d k = new search direction

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
Conjugate gradient iteration for Ax = b x 0 = 0 approx solution r 0 = b residual = b - Ax d 0 = r 0 search direction for k = 1, 2, 3, . . . α
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

### Page1 / 19

CgIntro - Administrivia Administrivia Homework 4 on web...

This preview shows document pages 1 - 7. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online