/MATLAB-SCONGRAD

A MATLAB implementation of Andrei's scaled conjugate gradient algorithm

Primary LanguageMATLAB

MATLAB SCONGRAD
Michael Doo
April 2011

This is a MATLAB implementation of the scaled conjugate gradient algorithm
by Nicolai Andrei. It was written and tested on MATLAB 2010b for OS X. 

INSTALLATION\
----------------------
Simply place all the files in one directory and run scongrad_main.m. This 
will test the performance of scongrad.m against MATLAB's fminunc function
and write the output to a text file.