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Presumably you are aware of Jonathan Shewchuk's "An Introduction to the Conjugate Gradient Method Without the Agonizing Pain": https://www.cs.cmu.edu/~quake-pap
by theoh 10y ago
Presumably you are aware of Jonathan Shewchuk's "An Introduction to the Conjugate Gradient Method Without the Agonizing Pain":
https://www.cs.cmu.edu/~quake-papers/painless-conjugate-gradient.pdf https://www.cs.cmu.edu/~quake-papers/painless-conjugate-grad...
- nkurz 10y agoIlya Kuzovkin did nice companion article in the form of a Python Notebook to accompany Shewchuk's classic: "The Concept of Conjugate Gradient Descent in Python" http://ikuz.eu/2015/04/15/the-concept-of-conjugate-gradient-descent-in-python/ http://ikuz.eu/2015/04/15/the-concept-of-conjugate-gradient-... And for those with more math and less patience for explanation, Robert Gower also offers: "Conjugate Gradients: The short and painful explanation with oblique projections" http://www.maths.ed.ac.uk/~s1065527/pdf/GowerR_Painful_PCG_projections http://www.maths.ed.ac.uk/~s1065527/pdf/GowerR_Painful_PCG_p...