Derivation of BiCG from the conditions defining Lanczos' method for solving a system of linear equations (Q1979009): Difference between revisions

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.