The conjugate gradient method with various viewpoints

14 Dec 2019 Zhang Xuping Yang Jiefei Liu Ziying

Connections of the conjugate gradient (CG) method with other methods in computational mathematics are surveyed, including the connections with the conjugate direction method, the subspace optimization method and the quasi-Newton method BFGS in numrical optimization, and the Lanczos method in numerical linear algebra. Two sequences of polynomials related to residual vectors and conjugate vectors are reviewed, where the residual polynomials are similar to orthogonal polynomials in the approximation theory and the roots of the polynomials reveal certain information of the coefficient matrix... (read more)

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  • NUMERICAL ANALYSIS
  • NUMERICAL ANALYSIS