[YPNG] YPNG Friday 21 November 2014
sekhar.tatikonda at yale.edu
Tue Nov 18 12:11:20 EST 2014
In the next YPNG Sushant will present:
Chebyshev approximations and the Conjugate Gradient method
The Conjugate Gradient method is one of the most popular iterative
methods for solving Sparse Symmetric PSD linear systems (of equations).
We will present a proof of the method via Chebyshev approximations for
monomials. The focus would be to provide a ground-up exposition, and
to 'explain' the quadratic improvement over the Gradient descent method
via Chernoff bounds.
See you Friday at 11 in the Stat's classroom.
More information about the YPNG