In: Advanced Math
Consider the method of steepest descent for the function f(x, y) = x^2 − y^2 . Note: this is a quadratic function, but the matrix Q is not positive definite.
(a) Find a formula for α_k. (b) For which initial points (x0, y0) is (x1, y1) = (x0, y0)?
Consider the method of steepest descent for the function f(x, y) = x^2 − y^2 . Note: this is a quadratic function, but the matrix Q is not positive definite. (a) Find a formula for α_k. (b) For which initial points (x0, y0) is (x1, y1) = (x0, y0)?