Math Problem Statement

For solving a linear system AX=b by conjugate gradient method, which of the following is true?

<b−Axj,Kj(A,b)>=1

Xj∈X0+Kj(A,b−Ax0)

the error ej has minimum norm

rj is orthogonal to a different space Kj(AT,b)

Solution

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Math Problem Analysis

Mathematical Concepts

Linear Algebra
Conjugate Gradient Method
Krylov Subspace
Residual Vector

Formulas

A X = b
X_j ∈ X_0 + 𝒦_j(A, b - A X_0)
r_0 = b - A X_0
𝒦_j(A, b - A X_0) = span{r_0, A r_0, A^2 r_0, ..., A^{j-1} r_0}

Theorems

Krylov Subspace Theorem
Orthogonality of Residuals in CG Method

Suitable Grade Level

Undergraduate Level