Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 2 40E b Solution Created 2026-09-24 Updated 2026-09-29
For an iterate , the Conjugate gradient method residual isTwo fundamental properties are the Conjugate-gradient residual orthogonality conditionsEquivalently, the residuals generated before convergence are mutually orthogonal and span the successive Krylov spaces.
Since has only distinct eigenvalues, its minimal polynomial has degree at most . ConsequentlyThe two properties then put both inside and orthogonal to , so . Hence , and