Conjugate Gradient Method Explained Visually (Solving Quadratic Optimization and Linear Systems)
Xinyu Chen
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Conjugate Gradient Method Explained Visually (Solving Quadratic Optimization and Linear Systems)
761 просмотр · 3 месяца назад
Xinyu Chen
145 подписчиков
761 просмотр · 3 месяца назад
In this video, we break down the Conjugate Gradient (CG) Method from scratch — one of the most powerful iterative algorithms for solving quadratic optimization problems and linear systems Ax = b.
Topics covered:
• How quadratic optimization reduces to a linear system
• Step-by-step derivation of all update equations
• How to compute the optimal step size (α) and coefficient (β)
• Why conjugate directions converge faster than steepest descent
• Visual walkthrough of CG iterations on a 2D example
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#maths #linearalgebra #machinelearning #scientificcomputing #algorithm #optimization #mathematics