Conjugate Gradient Method

versión (1.49 KB) por Yi Cao
Conjugate Gradient Method to solve a system of linear equations

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Actualizada 6 Feb 2014

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The conjugate gradient method aims to solve a system of linear equations, Ax=b, where A is symmetric, without calculation of the inverse of A. It only requires a very small amount of membory, hence is particularly suitable for large scale systems.

It is faster than other approach such as Gaussian elimination if A is well-conditioned. For example,

A=U*diag(s+max(s))*U'; % to make A symmetric, well-contioned

Conjugate gradient is about two to three times faster than A\b, which uses the Gaissian elimination.

Citar como

Yi Cao (2022). Conjugate Gradient Method (, MATLAB Central File Exchange. Recuperado .

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Se creó con R2013b
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