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<div class="title">Conjugate Gradient</div> </div>
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<dl class="user"><dt><b>About:</b></dt><dd>This function uses the iterative conjugate gradient method [1] to find a solution to the function: <p class="formulaDsp">
\[ \boldsymbol Ax = \boldsymbol b \]
</p>
where \( \boldsymbol A \) is a symmetric, positive definite matrix and \(x\) and \( \boldsymbol b \) are vectors.</dd></dl>
<dl class="user"><dt><b>Input:</b></dt><dd>Matrix \( \boldsymbol A \) is assumed to be stored in a table where each row consists of at least two columns: array containing values of a given row, row number: <pre>{TABLE|VIEW} <em>matrix_A</em> (
<em>row_number</em> FLOAT,
<em>row_values</em> FLOAT[],
)</pre> The number of elements in each row should be the same.</dd></dl>
<p>\( \boldsymbol b \) is passed as a FLOAT[] to the function.</p>
<dl class="user"><dt><b>Usage:</b></dt><dd>Conjugate gradient can be called as follows: <pre>SELECT <a class="el" href="conjugate__gradient_8sql__in.html#ab94e8a12cc9c2d0dac35168721ec8585">conjugate_gradient</a>('<em>table_name</em>',
'<em>name_of_row_values_col</em>', '<em>name_of_row_number_col</em>', '<em>aray_of_b_values</em>',
'<em>desired_precision</em>');</pre> Function returns x as an array.</dd></dl>
<dl class="user"><dt><b>Examples:</b></dt><dd><ol type="1">
<li>Construct matrix A according to structure: <div class="fragment"><pre class="fragment">sql&gt; SELECT * FROM data;
row_num | row_val
---------+---------
1 | {2,1}
2 | {1,4}
(2 rows)
</pre></div></li>
<li>Call conjugate gradient function: <div class="fragment"><pre class="fragment">sql&gt; SELECT <a class="code" href="conjugate__gradient_8sql__in.html#ab94e8a12cc9c2d0dac35168721ec8585" title="Compute conjugate gradient.">conjugate_gradient</a>(<span class="stringliteral">&#39;data&#39;</span>,<span class="stringliteral">&#39;row_val&#39;</span>,<span class="stringliteral">&#39;row_num&#39;</span>,<span class="stringliteral">&#39;{2,1}&#39;</span>,1E-6,1);
INFO: COMPUTE RESIDUAL ERROR 14.5655661859659
INFO: ERROR 0.144934004246004
INFO: ERROR 3.12963615962926e-31
INFO: TEST FINAL ERROR 2.90029642185163e-29
<a class="code" href="conjugate__gradient_8sql__in.html#ab94e8a12cc9c2d0dac35168721ec8585" title="Compute conjugate gradient.">conjugate_gradient</a>
---------------------------
{1,-1.31838984174237e-15}
(1 row)
</pre></div></li>
</ol>
</dd></dl>
<dl class="user"><dt><b>Literature:</b></dt><dd>[1] "Conjugate gradient method" Wikipedia - <a href="http://en.wikipedia.org/wiki/Conjugate_gradient_method">http://en.wikipedia.org/wiki/Conjugate_gradient_method</a></dd></dl>
<dl class="see"><dt><b>See also:</b></dt><dd>File <a class="el" href="conjugate__gradient_8sql__in.html" title="SQL function computing Conjugate Gradient.">conjugate_gradient.sql_in</a> documenting the SQL function. </dd></dl>
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