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How to code Conjugate Gradient Method

  • To: mathgroup at smc.vnet.net
  • Subject: [mg49726] How to code Conjugate Gradient Method
  • From: jianchaoyao at hotmail.com (Justin)
  • Date: Thu, 29 Jul 2004 07:45:26 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com
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?
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