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Author here - yes! It can be used to solve symmetric PSD Systems, as the solution of Ax = b is also the minimizer of 0.5*x'Ax - b'x. Conjugate gradient can be s
by gabrielgoh 10y ago
Author here - yes! It can be used to solve symmetric PSD Systems, as the solution of Ax = b is also the minimizer of 0.5*x'Ax - b'x. Conjugate gradient can be seen as a special form of momentum with adaptive alphas and betas
- chestervonwinch 10y ago> Conjugate gradient can be seen as a special form of momentum Just to be clear, though, CG doesn't use the negative gradients as search directions, as steepest descent would.