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This paper is concerned with digital predistortion for linearization of RF high power amplifiers (HPAs). An iterative stochastic conjugate gradient (SCG) method is used in computing the predistorter in the digital predistortion. We also propose an adaptive scheme for selecting basis functions in the SCG computations. The adaptive scheme with SCG has the advantage of reducing the complexity and, at the same time, increasing the convergence rate and stability of iteration. We present some results of using the SCG in a hardware platform with a solid state HPA.