机器学习共轭梯度法matlab代码
时间: 2023-08-28 20:07:15 浏览: 46
Sure! Here's an example of the conjugate gradient method implemented in MATLAB for machine learning:
```matlab
function [x, iter] = conjugate_gradient(A, b, x0, epsilon)
r = b - A*x0;
p = r;
rsold = r'*r;
iter = 0;
while sqrt(rsold) > epsilon
Ap = A*p;
alpha = rsold / (p'*Ap);
x = x0 + alpha*p;
r = r - alpha*Ap;
rsnew = r'*r;
beta = rsnew / rsold;
p = r + beta*p;
x0 = x;
rsold = rsnew;
iter = iter + 1;
end
end
```
To use this code, you can pass in the following parameters:
- `A`: The coefficient matrix in the linear system Ax=b.
- `b`: The right-hand side vector in the linear system Ax=b.
- `x0`: An initial guess for the solution.
- `epsilon`: The desired accuracy or tolerance for the solution.
The function will return the solution `x` and the number of iterations `iter` required to reach the desired accuracy.
Please note that this code assumes that the input matrix `A` is symmetric and positive definite, which is often the case in machine learning applications. Additionally, you may need to modify the code to suit your specific problem or incorporate any additional requirements.