Use the direct gradient descent algorithm (9.120) using the value of d k found in Exercise 9.6.14

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Use the direct gradient descent algorithm (9.120) using the value of dfound in Exercise 9.6.14 to solve the linear systems in Exercise 9.6.7. Compare the speed of convergence with that of the Conjugate Gradient Method.


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Data From Exercise 9.6.14


In (9.120), find the value of dk that minimizes p(xk+1).


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Data From Exercise 9.6.7


Solve the following linear systems by the Conjugate Gradient Method, keeping track of the residual vectors and solution approximations as you iterate.

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Applied Linear Algebra

ISBN: 9783319910406

2nd Edition

Authors: Peter J. Olver, Chehrzad Shakiban

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