matrices - How is the preconditioned conjugate gradient algorithm related to the steepest descent method? - Mathematics Stack Exchange
Descrição
There is a method to greatly simplify the preconditioned conjugate method into the steepest descent method, also known as gradient descent. I'm aware that the gradient is equal to $$2A^t(A\vec{x}
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Solved Here we implement the preconditioned steepest descent
Solved 1. Perform two iterations of steepest descent and
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