Conjugate gradient methods

Author: Alexandra Roberts, Anye Shi, Yue Sun (SYSEN6800 Fall 2021)

Introduction

The conjugate gradient method (CG) was originally invented to minimize a quadratic function:
$ F(\textbf{x})=\frac{1}{2}\textbf{x}^{T}\textbf{A}\textbf{x}-\textbf{b}\textbf{x} $