Differentiating through conjugate gradient

Christianson, B

Christianson, B (reprint author), Univ Hertfordshire, Sch Comp Sci, Hatfield, Herts, England.

OPTIMIZATION METHODS & SOFTWARE, 2018; 33 (4-6): 988

Abstract

We show that, although the conjugate gradient (CG) algorithm has a singularity at the solution, it is possible to differentiate forward through the al......

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