Gradient Methods

Demonstration of gradient descent methods

Description of files

• The script Gradient_Descent.m solves the linear system using the steepest gradient descent method, where:
  , and

Visualization

• The script Gradient_Visualize.m solves the same system in 2 dimensions and plots the trajectory of the solution vector ( in red ) in the solution search space at each iteration.
• Eventually, the solution vector converges to the expected analytical solution ( in green )