Differentiating through conjugate gradient

Multilevel Conjugate Gradient Methods

Preconditioned Conjugate Gradient

.. ................................................................................................................... ix Chapter 1. Introduction ..................................................................................................1 Chapter 2. Background ..................................................................................................6 2.1. Matrix Compu...

Generalized conjugate gradient squared

The Conjugate Gradient Squared (CGS) is an iterative method for solving nonsymmetric linear systems of equations. However, during the iteration large residual norms may appear, which may lead to inaccurate approximate solutions or may even deteriorate the convergence rate. Instead of squaring the Bi-CG polynomial as in CGS, we propose to consider products of two nearby Bi-CG polynomials which l...

Kernel Conjugate Gradient

We propose a novel variant of conjugate gradient based on the Reproducing Kernel Hilbert Space (RKHS) inner product. An analysis of the algorithm suggests it enjoys better performance properties than standard iterative methods when applied to learning kernel machines. Experimental results for both classification and regression bear out the theoretical implications. We further address the domina...

Generalized Conjugate Gradient Squareddiederik

The Conjugate Gradient Squared (CGS) is a well-known and widely used iterative method for solving non-symmetric linear systems of equations. In practice the method converges fast, often twice as fast as the Bi-Conjugate Gradient (Bi-CG) method. However, during the iteration large residual norms may appear, which may lead to inaccurate approximate solutions or may even deteriorate the convergenc...