Harvard AM205 video 5.10 - Conjugate gradient method
Channel: Chris Rycroft
Date: 2022-12-13

Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. This video introduces the conjugate gradient (CG) method, originally introduced by Hestenes and Stiefel in 1952. The conjugate gradient method can be used to solve linear systems for symmetric positive definite (SPD) matrices.

CG only requires matrix multiplication and not direct manipulation of matrix entries, so it is in the family of Krylov subspace methods, and is particularly well suited for sparse SPD matrices. The video introduces the theory begin the CG method, and demonstrates using it to solve the Poisson equation on square grid.

For more information see the main course website at https://people.math.wisc.edu/~chr/am205