Past exam of the numerical linear algebra course of the University of Oxford 2011 3 b Solution 2026-10-31
The exact minimization gives , with . For steepest descent method, the next search direction is . HenceThus consecutive nonzero search directions are orthogonal. This calculation even covers an arbitrary initial direction , as in the generic algorithm: it only needs the exact preceding line minimization and the choice . If the new linear-system residual is zero, the linear system is already solved. No pairwise orthogonality of all nonconsecutive directions is asserted.