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SUMMARY:An Introduction to the Conjugate Gradient Method - Jihao Andeas Li
 n\, University of Cambridge
DTSTART:20240313T110000Z
DTEND:20240313T123000Z
UID:TALK213232@talks.cam.ac.uk
CONTACT:Isaac Reid
DESCRIPTION:(Taken from: An Introduction to the Conjugate Gradient Method 
 Without the Agonizing Pain\, Jonathan Richard Shewchuk. Andy will walk us 
 through this article.)\n\nThe Conjugate Gradient Method is the most promin
 ent iterative method for solving sparse systems of linear equations. Unfor
 tunately\, many textbook treatments of the topic are written with neither 
 illustrations nor intuition\, and their victims can be found to this day b
 abbling senselessly in the corners of dusty libraries. For this reason\, a
  deep\, geometric understanding of the method has been reserved for the el
 ite brilliant few who have painstakingly decoded the mumblings of their fo
 rebears. Nevertheless\, the Conjugate Gradient Method is a composite of si
 mple\, elegant ideas that almost anyone can understand. Of course\, a read
 er as intelligent as yourself will learn them almost effortlessly.\n\nThe 
 idea of quadratic forms is introduced and used to derive the methods of St
 eepest Descent\, Conjugate Directions\, and Conjugate Gradients. Eigenvect
 ors are explained and used to examine the convergence of the Jacobi Method
 \, Steepest Descent\, and Conjugate Gradients. Other topics include precon
 ditioning and the nonlinear Conjugate Gradient Method. I have taken pains 
 to make this article easy to read. Sixty-six illustrations are provided. D
 ense prose is avoided. Concepts are explained in several different ways. M
 ost equations are coupled with an intuitive interpretation.\n \nReading re
 commendations: https://www.cs.cmu.edu/~quake-papers/painless-conjugate-gra
 dient.pdf
LOCATION:Cambridge University Engineering Department\, CBL Seminar room BE
 4-38.
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