Descent method — Steepest descent and conjugate gradient in Python, by Sophia Yang, Ph.D.

The solution x the minimize the function below when A is symmetric positive definite (otherwise, x could be the maximum). It is because the gradient of f(x), ∇f(x) = Ax- b. And when Ax=b, ∇f(x)=0 and…

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Descent method — Steepest descent and conjugate gradient in Python

All stories published by Towards Data Science on September 17, 2020

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