On the weekend I read—at Lang's suggestion—An Introduction to the Conjugate Gradient Method Without the Agonizing Pain (PDF) by Richard Shewchuk (Berkeley). It made me infintely powerful, because now I can do gradient descent and conjugate gradient effortlessly. I wrote the relevant functions for my project with Tsalmantza. Shewchuk's document contains much knowledge, beautifully expressed. You must read it!