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 ?