Conjugate Gradient Method

An Algorithm for calculating the Gradient $\nabla f({\bf P})$ of a function at an $n$-D point ${\bf P}$. It is more robust than the simpler Steepest Descent Method.

References

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 413-417, 1992.