Exercise 4 Convergence after one step Consider the function f(r) = aT Ar +bTa+c, where A is symmetric and positive definite. In particular, there exists a unique optimal solution r = -A-b. Show that the method of steepest descent with exact line search converges after one iteration if the start vector xo is given by ro = x + Av, where v # 0 is an eigenvector of A. %3D

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Exercise 4 Convergence after one step
Consider the function f(x) = aT Ar +bTx+c, where A is symmetric and positive
definite. In particular, there exists a unique optimal solution a* = -A-b.
Show that the method of steepest descent with exact line search converges after
one iteration if the start vector ro is given by ro = x* + Av, where v # 0 is an
eigenvector of A.
Transcribed Image Text:Exercise 4 Convergence after one step Consider the function f(x) = aT Ar +bTx+c, where A is symmetric and positive definite. In particular, there exists a unique optimal solution a* = -A-b. Show that the method of steepest descent with exact line search converges after one iteration if the start vector ro is given by ro = x* + Av, where v # 0 is an eigenvector of A.
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