Cite: An Introduction to the Conjugate Gradient Method Without the Agonizing Pain

CG is the most popular iterative method for solving large systems of linear equations. CG is effective for systems of the form

\[Ax=b\]

Iterative methods like CG are suited for use with sparse matrices.

A quadratic form

\[f(x)=\frac{1}{2} x^T A x-b^T x+c\]

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