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Metoda konjugiranih gradijenata

Metoda konjugiranih gradijenata (CG) je iterativni algoritam za rješavanje velikih, rijetkih, simetričnih, pozitivno definitnih linearnih sustava Ax = b, koju su razvili Hestenes i Stiefel 1952. godine. Jedan je od najčešće korištenih iterativnih rješavatelja u znanstvenom računalstvu jer konvergira u najviše n iteracija za n × n matricu, a tipično zahtijeva znatno manje.

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Metoda konjugiranih gradijenata
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Izvori

  1. Hestenes, M. R., & Stiefel, E. (1952). Methods of conjugate gradients for solving linear systems. Journal of Research of the National Bureau of Standards, 49(6), 409–436. DOI: 10.6028/jres.049.044
  2. Saad, Y. (2003). Iterative Methods for Sparse Linear Systems (2nd ed.). SIAM. DOI: 10.1137/1.9780898718003
  3. Nocedal, J., & Wright, S. J. (2006). Numerical Optimization (2nd ed.). Springer. DOI: 10.1007/978-0-387-40065-5

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ScholarGate. (2026, June 3). Conjugate Gradient Method for Linear Systems. ScholarGate. https://scholargate.app/hr/numerical-methods/conjugate-gradient-method

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ScholarGateConjugate Gradient Method (Conjugate Gradient Method for Linear Systems). Preuzeto 2026-06-15 s https://scholargate.app/hr/numerical-methods/conjugate-gradient-method · Skup podataka: https://doi.org/10.5281/zenodo.20539026