Math Problem Statement
I now need to solve matrix equation A(X) = B, where X and B are matrix with same size, and A is a self-adjoint and positive definite operator with respect to matrix, dose there any fast iterate algorithm for solving it? can you write conjugate gradient method for solving this problem?
Solution
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Math Problem Analysis
Mathematical Concepts
Linear Algebra
Matrix Equations
Iterative Methods
Conjugate Gradient Method
Formulas
α_k = Tr(R_k* R_k) / Tr(P_k* A(P_k))
X_{k+1} = X_k + α_k P_k
R_{k+1} = R_k - α_k A(P_k)
β_k = Tr(R_{k+1}* R_{k+1}) / Tr(R_k* R_k)
Theorems
Positive Definite Matrix Property
Self-Adjoint Matrix Property
Suitable Grade Level
College/University