Description of The Method
Suppose we want to solve the following system of linear equations
- Ax = b
for the vector x where the known n-by-n matrix A is symmetric (i.e. AT = A), positive definite (i.e. xTAx > 0 for all non-zero vectors x in Rn), and real, and b is known as well.
We denote the unique solution of this system by .
Read more about this topic: Conjugate Gradient Method
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