A composite step bi-conjugate gradient algorithm for nonsymmetric linear systems (Q1334200): Difference between revisions
From MaRDI portal
Revision as of 16:56, 22 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A composite step bi-conjugate gradient algorithm for nonsymmetric linear systems |
scientific article |
Statements
A composite step bi-conjugate gradient algorithm for nonsymmetric linear systems (English)
0 references
2 April 1995
0 references
The composite step bi-conjugate gradient (CSBCG) algorithm, which is a useful modification of the BCG algorithm, is derived. The CSBCG algorithm eliminates pivot break-downs, assuming that the underlying Lanczos process does not break-down. The BCG algorithm and the break-down possibilities are briefly reviewed. It is proved that CSBCG is able to compute exactly those BCG iterates that are well-defined. The choice of some heuristic strategies for deciding when to take a composite step as well as details of implementation are discussed thoroughly. Numerical experiments are given.
0 references
nonsymmetric linear systems
0 references
composite step bi-conjugate gradient algorithm
0 references
numerical experiments
0 references
Lanczos process
0 references
BCG algorithm
0 references
0 references
0 references
0 references