Class 9, C&O 466/666
Conjugate Direction Methods (Chap. 5, pgs 101-110)
Solving Ax=b for A pos. def. Expanding subspace Theorem 5.2 with proof.
FYI:
Notes on the linear conjugate gradient algorithm by O'Leary:
See Unit 2
Jonathan Shewchuk's
Introduction to the conjugate gradient method
, with lots of figures.