Lab 12, MA7243
This lab is to be completed during the lab time
This lab introduces
the conjugate gradient algorithm.
A matlab files for conjugate gradient can be found in
the template collection.
You are to implement CG with preconditioning.
That is instead of solving
A x = b
one solves
C A x = C b
Where C is given by lab 11.
C is called a preconditioning of A.
Please note that one does not compute
C A
But instead one solves:
Cq = p
where p and q are appropriate vectors.
explicitly.