A4.22 B4.20

Numerical Analysis | Part II, 2004

Write an essay on the method of conjugate gradients. You should define the method, list its main properties and sketch the relevant proof. You should also prove that (in exact arithmetic) the method terminates in a finite number of steps, briefly mention the connection with Krylov subspaces, and describe the approach of preconditioned conjugate gradients.

Typos? Please submit corrections to this page on GitHub.