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Conjugate Gradient Method(共轭梯度法)

Goal: Make E(theta+y) smallest

It selects a matrix E''(theta), and all the search directions are mutually conjugate on E''(theta).

For Scaled Conjugate Gradient Method, if E''(theta) is not positive definite, add a scale onto it and make it positive definite.

 

see:http://class.htu.cn/nla/chat5/sect5_1.htm

posted on 2008-05-28 11:23  Bati  阅读(294)  评论(0编辑  收藏  举报