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:
$F({\textbf {x}})={\frac {1}{2}}{\textbf {x}}^{T}{\textbf {A}}{\textbf {x}}-{\textbf {b}}{\textbf {x}}$