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Re: How to code Conjugate Gradient Method

• To: mathgroup at smc.vnet.net
• Subject: [mg49835] Re: How to code Conjugate Gradient Method
• From: koopman at sfu.ca (Ray Koopman)
• Date: Tue, 3 Aug 2004 01:11:07 -0400 (EDT)
• References: <ceaqi4$ant$1@smc.vnet.net>
• Sender: owner-wri-mathgroup at wolfram.com

jianchaoyao at hotmail.com (Justin) wrote in message 
news:<ceaqi4$ant$1 at smc.vnet.net>...
> I need to write the Conjugate Gradient Method with Mathematica. I
> wanna use this method to find the minimum of a function. I tried the
> FindMinum already but it seems like this function can't work well. It
> always says:
> 
> FindMinimum::nnum: The function value ....is not a number at ....
> 
> The variables I used are all matrices. Does FindMinimum not work for
> matrix?
> 
> Any guys has such an experience? If FindMinimum can't work, how to
> write the Conjugate Gradient Method?
  
Have a look at "An Introduction to the Conjugate Gradient Method
Without the Agonizing Pain", by Jonathan Richard Shewchuk
  
http://www.bmen.tulane.edu/~rth/painless-conjugate-gradient.pdf