Chapter2_3_共轭斜量法.ppt

2.3 共轭斜量法（Conjugate Gradient Methods) 属于一种迭代法，但如果不考虑计算过程的舍入误差，CG算法只用有限步就收敛于方程组的精确解 Outline Background Steepest Descent Conjugate Gradient 1 Background The min(max) problem: But we learned in calculus how to solve that kind of question! “real world” problem Connectivity shapes (isenburg,gumhold,gotsman) What do we get only from C without geometry? Motivation- “real world” problem First we introduce error functionals and then try to minimize them: Motivation- “real world” problem Then we minimize: High dimension non-linear problem. Conjugate gradient method is maybe the most popular optimization technique based on what we’ll see here. Directional Derivatives: first, the one dimension derivative: Directional Derivatives :  Along the Axes… Directional Derivatives :  In general direction… The Gradient: Definition in The Gradient: Definition 基本思想 Modern optimization methods A method to solve quadratic function minimization: (A is symmetric and positive definite) 2 最速下降法 （Steepest Descent） （1）概念：将 点的修正方向取为该点的负梯度方向 ，即为最速下降方向，该方法进而称之为最速下降法. （2）计算公式：任意取定初始向量， Steepest Descent 3 共轭斜量法（Conjugate Gradient） Modern optimization methods : “conjugate direction” methods. A method to solve quadratic function minimization: (A is symmetric and positive definite) Conjugate Gradient Originally aimed to solve linear problems: Later extended to general functions under rational of quadratic approximation to a function is quite accurate. Conjugate Gradient The basic idea: decompose the n-dimensional quadratic problem into n problems of 1-dimension This is done by exploring the function in “conjugate directions”. Definition: A-conjugate vectors: Conjugate Gradient If there is an A-conjugate basis then: N problems in 1-dimension (simple smiling quadratic) The global minimizer is calculated sequentially starting from x0: Conjugate Gradient 4 共轭斜量法与最速下降法的比较： * Dire