Algorithm 9.2: Conjugate gradient algorithm for quadratic problems. More...

Functions
function	conjugateGradient (in Q, in b, in x0, in printlevel)
	Applies the conjugate gradient method to solve $\min_x \frac{1}{2} x^T Q x + b^T x$ where $Q \in \mathbb{R}^n\times\mathbb{R}^n$ and $b \in \mathbb{R}^n$ . More...

Detailed Description

Algorithm 9.2: Conjugate gradient algorithm for quadratic problems.

Implementation of algorithm 9.2 of [1]

Definition in file conjugateGradient.m.

Function Documentation

function conjugateGradient	(	in	Q,
		in	b,
		in	x0,
		in	printlevel
	)

Applies the conjugate gradient method to solve

$\min_x \frac{1}{2} x^T Q x + b^T x$

where $Q \in \mathbb{R}^n\times\mathbb{R}^n$ and $b \in \mathbb{R}^n$ .

Parameters

Q	matrix of size $n \times n$ .
b	vector of size .
x0	starting point
printlevel	if different from 0, informations are printed at each iteration (Default: 0)

Returns: [D, solution]; D: matrix gathering all directions generated by the algorithms; solution: optimal solution