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Lecture # 20 The Preconditioned Conjugate Gradient Method …
The Preconditioned Conjugate Gradient Method We wish to solve Ax= b (1) where A ∈ Rn×n is symmetric and positive definite (SPD). We then of n are being VERY LARGE, say, n = 106 or n = 107. Usually, the matrix is also sparse (mostly zeros) and Cholesky factorization is not feasible. When A is SPD, solving (1) is equivalent to finding x∗ ...
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