Basic HTML version of Foils prepared August 7 98

Foil 21 Conjugate Gradient: More Equations

From DoD HPF Training -- 5. Parallel Programming in HPF DoD Training and Others -- 1995-98. by Chuck Koelbel -- Rice University


u = · initial guess "
r = f ­ A * u
d = max( |r| )
i = 0; r = 0
WHILE (d > e) DO
  • i = i + 1; rold = r
  • r = r × r
  • IF (i=1) THEN p = r ELSE p = r + r/rold p
  • q = A * p
  • a = r / (p × q)
  • u = u + a p
  • r = r ­ a q
  • d = max( |r| )
END WHILE



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