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A First Course in the Numerical Analysis of Differential Equations by Arieh Iserles

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14

Conjugate gradients

14.1  Steepest, but slow, descent

Our approach to iterative methods in Chapter 12 was based, at least implicitly, on dynamical systems. The solution of the linear system

image

(14.1)

where A is a d × d real nonsingular matrix and image, was formulated as an iterated map

(14.2)

where . The convergence of this recursive procedure ...

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