Re:Concise algorithms written in Julia
by miles7 on Saturday July 10, 2021 @11:19PM
(#27798232)
Often one is not really interested in solving Ax=b for all possible b but just one particular b. In that case one can iteratively solve for x by algorithms like conjugate gradient which only require multiplying A times the current best guess for x, which can be very fast and avoids numerical instability issues in many cases.
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