Conjugate Gradient Method - Description of The Method

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 .

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