Abstract:
The Conjugate Gradient Method is the most important iterative method for
solving symmetric and positive definite systems of linear equations. In this
report the conjugate direction that drives the iteration towards the solution
and the derivation of the formula of the conjugate gradient method is
introduced and explained. Relatively, preconditioning of this method for
those ill-conditioned systems of equations will be discussed. And also the
convergence of conjugate gradient will be compared with some other
iterative methods like Gauss Seidel, Jacobi, and SOR. Finally implementation
of conjugate gradient method for any normal system of linear equations will
be discussed.
