Comments (4)
What are the requirements on A for the conjugate gradient method to converge?
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What are the requirements on A for the conjugate gradient method to converge?
Symmetric positive definite. That should probably be added to the docs. For random, you'll want something more general like gmres
.
A = rand(10,10)
b = rand(10)
using IterativeSolvers
x = gmres(A,b)
A*x - b
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... I didn't ask the question because I wondered about the answer. It was for the OP.
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@KristofferC @ChrisRackauckas Thanks for the kindly explanation.
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