Paper 4, Section II,
Part II, 2012
(i) Formulate the conjugate gradient method for the solution of a system with and .
(ii) Prove that if the conjugate gradient method is applied in exact arithmetic then, for any , termination occurs after at most iterations.
(iii) The polynomial is the minimal polynomial of the matrix if it is the polynomial of lowest degree that satisfies Note that .] Give an example of a symmetric positive definite matrix with a quadratic minimal polynomial.
Prove that (in exact arithmetic) the conjugate gradient method requires at most iterations to calculate the exact solution of , where is the degree of the minimal polynomial of .