A4.23 B4.20

Numerical Analysis
Part II, 2003

Write an essay on the conjugate gradient method. Your essay should include:

(a) a statement of the method and a sketch of its derivation;

(b) discussion, without detailed proofs, but with precise statements of relevant theorems, of the conjugacy of the search directions;

(c) a description of the standard form of the algorithm;

(d) discussion of the connection of the method with Krylov subspaces.