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Numerical linear algebra: Conjugate Gradient method

YouTubeFranks Mathematics

Numerical linear algebra: Conjugate Gradient method

In this video I will present you the Conjugate Gradient method, a popular method used in optimization and numerical linear algebra. 0:00 - Introduction 2:07 - Relation to optimization 3:29 - Digging into linear algebra 12:06 - A-Orthogonality 15:03 - Derivation of the algorithm 22:54 - Outro

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