Descent method — Steepest descent and conjugate gradient in Python, by Sophia Yang, Ph.D.

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Last updated 19 setembro 2024
Descent method — Steepest descent and conjugate gradient in Python, by  Sophia Yang, Ph.D.
The solution x the minimize the function below when A is symmetric positive definite (otherwise, x could be the maximum). It is because the gradient of f(x), ∇f(x) = Ax- b. And when Ax=b, ∇f(x)=0 and…
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