Preconditioned Conjugate Gradient Descent (ILU)

A video lecture on preconditioned conjugate gradient descent. In this video, we explore why preconditioning is needed and how it can be used to improve convergence rates of gradient descent. We also discuss how to use Incomplete LU factorization as a preconditioner. Code: https://colab.research.google.com/drive/1lBu2aprYsOq5wj73Avaf0klRv47GfrOH#scrollTo=tV0VnPZYZ8BN