Derivation of BiCG from the conditions defining Lanczos' method for solving a system of linear equations (Q1979009): Difference between revisions
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English | Derivation of BiCG from the conditions defining Lanczos' method for solving a system of linear equations |
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Derivation of BiCG from the conditions defining Lanczos' method for solving a system of linear equations (English)
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22 May 2000
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The paper deals with the biconjugate gradient method for solving large systems of simultaneous algebraic equations with a nonsingular matrix which is nonsymmetric, in general. The authors present a new approach for deriving this method from the conditions characterizing three-term recurrence Lanczos' biorthogonalization algorithm. The main trick is based on an auxiliary lemma which establishes a special property of residual vectors. Then the standard BiCG algorithm is derived.
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biorthogonalization
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linear equations
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biconjugate gradient method
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