Least-square inversion with inexact adjoints. Method of conjugate directions: A tutorial

Conclusions

The conjugate-gradient solver is a powerful method of least-square inversion because of its remarkable algebraic properties. In practice, the theoretical basis of conjugate gradients can be distorted by computational errors. In some applications of inversion, we may want to do that on purpose, by applying inexact adjoints in preconditioning. In both cases, a safer alternative is the method of conjugate directions. Jon Claerbout's cgstep() program actually implements a short-memory version of the conjugate-direction method. Extending the length of the memory raises the cost of iterations, but can speed up the convergence.