A composite step bi-conjugate gradient algorithm for nonsymmetric linear systems (Q1334200)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A composite step bi-conjugate gradient algorithm for nonsymmetric linear systems |
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A composite step bi-conjugate gradient algorithm for nonsymmetric linear systems (English)
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2 April 1995
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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.
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nonsymmetric linear systems
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composite step bi-conjugate gradient algorithm
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numerical experiments
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Lanczos process
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BCG algorithm
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