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Conjugate gradient method

In the CG method we define so-called conjugate directions and two vectors \hat{s} and \hat{t} are said to be conjugate if \begin{equation*} \hat{s}^T\hat{A}\hat{t}= 0. \end{equation*} The philosophy of the CG method is to perform searches in various conjugate directions of our vectors \hat{x}_i obeying the above criterion, namely \begin{equation*} \hat{x}_i^T\hat{A}\hat{x}_j= 0. \end{equation*} Two vectors are conjugate if they are orthogonal with respect to this inner product. Being conjugate is a symmetric relation: if \hat{s} is conjugate to \hat{t} , then \hat{t} is conjugate to \hat{s} .