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I have been trying to figure out the time complexity of the conjugate gradient method.

I have to solve a system of linear equations given by

$$Ax=b$$

where $A$ is a sparse, symmetric, positive definite matrix.

What would be the time complexity of the conjugate gradient method?

Rodrigo de Azevedo
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user34790
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1 Answers1

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$O(m\sqrt{k})$, where $m$ is the number of nonzero entries in $A$ and $k$ is its condition number.

See Chapter 10 in this excellent tutorial.

user7530
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    Could you please clarify why [Ref1](https://stanford.edu/class/ee364b/lectures/conj_grad_slides.pdf) (sld 5) and [Ref2](https://books.google.it/books?id=V8gWP031-hEC&pg=PA163&lpg=PA163&dq=conjugate+gradient+time+complexity+n%5E3&source=bl&ots=8Ff_cFO0a-&sig=ACfU3U3mhwD2lAYWojBK_CsPknI2aZ7nAw&hl=it&sa=X&ved=2ahUKEwi369O3qvjoAhUmwqYKHZw8B9cQ6AEwCHoECAoQAQ#v=onepage&q=conjugate%20gradient%20time%20complexity%20n%5E3&f=false) (pg. 163) state TC to be $O(n^3)$ instead? – jackphen Apr 21 '20 at 01:11