X-Nico

unusual facts about conjugate gradient



PCGS

Preconditioned conjugate gradient square method, a variant of the preconditioned conjugate gradient method - an algorithm for the numerical solution of systems of linear equations whose matrix is symmetric and positive-definite.


see also

Nonlinear conjugate gradient method

Newton based methods - Newton-Raphson Algorithm, Quasi-Newton methods (e.g., BFGS method) - tend to converge in fewer iterations, although each iteration typically requires more computation than a conjugate gradient iteration as Newton-like methods require computing the Hessian (matrix of second derivatives) in addition to the gradient.