Maintaining convergence properties of BiCGStab methods in finite precision arithmetic (Q1904144)
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English | Maintaining convergence properties of BiCGStab methods in finite precision arithmetic |
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Maintaining convergence properties of BiCGStab methods in finite precision arithmetic (English)
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27 May 1996
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BiCGStab methods which can be viewed as bi-conjugate gradient (BiCG) method combined with repeated low degree generalized minimal residual (GMRES) processes are considered. The authors focus their attention to the accuracy of the BiCG coefficients, and how the rounding errors may affect the speed of convergence of the BiCGStab methods. It is shown that in order to maintain the convergence properties of the BiCG component in the hybrid BiCG methods, it is necessary to select polynomial methods for the hybrid part that permit to compute the BiCG coefficients as accurately as possible. A strategy for an improvement of the local accuracy is suggested and by some numerical experiments it is shown that it leads to faster convergence.
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nonsymmetric linear systems
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iterative solvers
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bi-conjugate gradient method
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generalized minimal residual processes
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BiCGStab methods
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convergence
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numerical experiments
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