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