steepest-descent-linear-systems-spd-step-size

IN premise — entries/2026/06/21/wiki-Gradient_descent-chunk-3.md

Created 2026-06-21T09:55:50+00:00

For steepest descent on SPD linear systems Ax=b, the optimal step size is η = (r^T r)/(r^T A r) where r = b - Ax is the residual, derivable analytically from the quadratic structure