Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 3 40C a Solution Created 2026-09-24 Updated 2026-09-25
Forthe gradient is . The steepest descent method with exact line search for a positive-definite quadratic therefore uses
For and , the minimizer is . PutStarting from , direct substitution gives and, inductively,The Euclidean norm is unchanged by the alternating sign, soFor a positive-definite matrix, the spectral condition number of a positive-definite matrix isHere , and hence
The Conjugate gradient method starts with and updatesBy finite termination of the conjugate gradient method, it reaches the exact solution in at most the number of distinct eigenvalues. This matrix has two, so at mostare required in exact arithmetic.