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WHAT ARE ADJOINTS FOR? THE METHOD OF CONJUGATE GRADIENTS

The adjoint operator ${\bf A}^T$ projects the data space back to the model space and is defined by the dot product test
\begin{displaymath}
\left({\bf d}, {\bf A m}\right) \equiv
\left({\bf A}^T {\bf d}, {\bf m}\right)
\end{displaymath} (27)

for any ${\bf m}$ and ${\bf
d}$. The method of conjugate gradients is a particular case of the method of conjugate directions, where the initial search direction ${\bf c}_n$ is
\begin{displaymath}
{\bf c}_n = {\bf A}^T {\bf r}_{n-1}\;.
\end{displaymath} (28)

This direction is often called the gradient, because it corresponds to the local gradient of the squared residual norm with respect to the current model ${\bf m}_{n-1}$. Aligning the initial search direction along the gradient leads to the following remarkable simplifications in the method of conjugate directions.



Subsections
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Next: Orthogonality of the gradients Up: Fomel: Conjugate directions Previous: ALGORITHM

2013-03-03