infinitely powerful

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!

1 comment:

  1. Thanks! I've been looking for something like this. I need to use conjugate gradient to speed up some Gaussian processes code. I've found a John Skilling paper on the topic but as is John's style, it's not really beginner-friendly. We'll see how this goes.