Muhammad Ali Raza Anjum
Army Public College of Management and Sciences, Rawalpindi, PAKISTAN

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Journal : Journal of Telematics and Informatics

One-Minute Derivation of The Conjugate Gradient Algorithm Muhammad Ali Raza Anjum
Journal of Telematics and Informatics Vol 4, No 1: March 2016
Publisher : Universitas Islam Sultan Agung

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (106.494 KB) | DOI: 10.12928/jti.v4i1.

Abstract

One of the great triumphs in the history of numerical methods was the discovery of the Conjugate Gradient (CG) algorithm. It could solve a symmetric positive-definite system of linear equations of dimension N in exactly N steps. As many practical problems at that time belonged to this category, CG algorithm became rapidly popular. It remains popular even today due to its immense computational power. But despite its amazing computational ability, mathematics of this algorithm is not easy to learn. Lengthy derivations, redundant notations, and over-emphasis on formal presentation make it much difficult for a beginner to master this algorithm. This paper aims to serve as a starting point for such readers. It provides a curt, easy-to-follow but minimalist derivation of the algorithm by keeping the sufficient steps only, maintaining a uniform notation, and focusing entirely on the ease of reader.