Nov 08, · object to try the nonlinear conjugate gradient method. 5. Summary. In this report, we have presented a C++ class library KELLEY - Iterative Methods for Linear and Nonlinear Equations. GSL is a C++ library of routines, the Gnu Scientific Library, pcgsol.m, preconditioned conjugate gradient method. For such quadratic functions, the conjugate gradient method converges to the unique global minimum in at most n steps, by moving along successive non-interfering directions. For general functions, the conjugate gradient method repeatedly executes “packages” of n steps. Sep 08, · hi. does anyone know if there is a good/free/popular c++ library for nonlinear conjugate gradient minimization? i.e. somthing that takes a f(x)=y and minimize for x. i also need it to be able to use automatically computed finite difference derivites rather than user supplied ones. thanks! oliver.

# Nonlinear conjugate gradient c++

Introduction to Conjugate Gradient, time: 9:30

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Very curious topic