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MathGroup Archive 2005

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conjugate gradient convergence

  • To: mathgroup at smc.vnet.net
  • Subject: [mg54036] conjugate gradient convergence
  • From: knight_aziz at hotmail.com (knighty)
  • Date: Tue, 8 Feb 2005 05:31:19 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

hello!
I implemented the CG algorithm (with no preconditionning) for test
purposes, just to know how it works. i tried it with symetric but not
definite positive matrices. it SEEMS to work well, althought it is
established that it converges for symetric definite positive matrices
(Only?). Since it's a quite old algorithm, i gess this fact was
already noticed. So the question is: Why it's sayed that definite
positivenes (i'm not sure for the speling :/) is necessary for CG to
converge ?


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