Conjugate gradient method - Wikipedia
https://en.wikipedia.org/wiki/Conjugate_gradient_methodThe conjugate gradient method can be derived from several different perspectives, including specialization of the conjugate direction method for optimization, and variation of the Arnoldi/Lanczos iteration for eigenvalueproblems. Despite differences in their approaches, these derivations share a common topic—proving the orthogonality of the residuals and conjugacy of the search directions. These two properties are crucial to developing the well-known succinct formulation of t…
Conjugate Gradient Method - Stanford University
web.stanford.edu › class › ee364bPreconditioned conjugate gradient algorithm • idea: apply CG after linear change of coordinates x = Ty, detT 6= 0 • use CG to solve TTATy = TTb; then set x⋆ = T−1y⋆ • T or M = TTT is called preconditioner • in naive implementation, each iteration requires multiplies by T and TT (and A); also need to compute x⋆ = T−1y⋆ at end