tf.linalg.experimental.conjugate_gradient

Conjugate gradient solver.

Solves a linear system of equations A*x = rhs for self-adjoint, positive definite matrix A and right-hand side vector rhs, using an iterative, matrix-free algorithm where the action of the matrix A is represented by operator. The iteration terminates when either the number of iterations exceeds max_iter or when the residual norm has been reduced to tol times its initial value, i.e. \(||rhs - A x_k|| <= tol ||rhs||\).

operator A LinearOperator that is self-adjoint and positive definite.
rhs A possibly batched vector of shape [..., N] containing the right-hand size vector.
preconditioner A LinearOperator that approximates the inverse of A. An efficient preconditioner could dramatically improve the rate of convergence. If preconditioner represents matrix M(M approximates A^{-1}), the algorithm uses preconditioner.apply(x) to estimate A^{-1}x. For this to be useful, the cost of applying M should be much lower than computing A^{-1}<