Conjugate Gradient Method

Conjugate Gradient Method(共轭梯度法)

Goal: Make E(theta+y) smallest

It selects a matrix E''(theta), and all the search directions are mutually conjugate on E''(theta).

For Scaled Conjugate Gradient Method, if E''(theta) is not positive definite, add a scale onto it and make it positive definite.

see:http://class.htu.cn/nla/chat5/sect5_1.htm

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原文地址：https://www.cnblogs.com/ysjxw/p/1209036.html