Truncated Newton methodsApril 13, 200811 References for Conjugate Gradient Methods• seminal paper [HS52]• Books [Lue73, §8.3],[GL89, §10.2],[Dem97, §6.6],[NW99, §5], and [Ste01, §??].• Notes [She94]• Lanczos [Lan50]• Nonlinear CG [FR64],[PR64]2 Truncated Newton methods• Truncated Newton methods2References[Dem97] J. Demmel. Applied Numerical Linear Algebra. Society for Industrial and AppliedMathematics, 1997.[FR64] R. Fletcher a nd C. Reeves. Function minimization by conjugate gradients. TheComputer Journal, 7:149–154, 1964.[GL89] G. Golub and C. Van Loan. Matrix Computations. The Johns Hopkins UniversityPress, Baltimore, MD, USA, second edition, 19 89.[HS52] M. R. Hestenes and E. Stiefel. Methods of conjugate gradients fo r solving linearsystems. Journal of Research of the National Bureau of Standards, 49:409–436,1952.[Lan50] C. Lanczos. An iteration method for the solution of the eigenvalue problem of lineardifferential and integral operators. Journal of Research of the National Bureau ofStandards, 45:255–282, 1950.[Lue73] D. G. Luenberger. Introduction to Linear and Nonlinear Programming. Addison-Wesley, New York, NY, USA, 1973.[NW99] J. Nocedal and S. Wright. Numerical Optimization. Springer Series in Operatio nsResearch. Springer, 1999.[PR64] E. Polak and G. Ribire. Note sur la convergence de methodes de directions con-jugees. Revue Francaise dInformatique et de Recherche, 16:35–43, 1964.[She94] J. Shewchuk. An introduction to the conjugate gradient method without the ago-nizing pain. Available from www.cs.cmu.edu/∼jrs/jrspapers.html, 1994.[Ste01] G. Stewart. Matrix algorithms. Society for Industrial and Applied Mathematics,Philadelphia, PA, USA,
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