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Steepest-descent step size (α=rTArrTr​)

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Numerical analysis Gradient descent Exact line search for a positive-definite quadratic
2026-10-31  0 By others on same topic  0 Discussions Create my own version
For a real symmetric positive-definite matrix A and nonzero linear-system residual r=b−Ax, minimize f(x+αr) for f(x)=xTAx/2−bTx. Differentiating with respect to α gives −rTr+αrTAr=0, yielding the displayed positive step. Positive definiteness makes it the unique minimum along the line. Applying the same quotient to a nonsymmetric or indefinite matrix is a formal iteration, but this minimization proof and its convergence consequences no longer apply.

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  1. Exact line search for a positive-definite quadratic
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  • Past exam of the year 1 of the computer science course of the University of Oxford / 2018 / Digital systems, linear algebra, introduction to formal proof / 6 / c / i / Solution

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