A Comparison of Three Basic Conjugate Direction Methods

DOI10.1002/(SICI)1099-1506(199611/12)3:6%3C473::AID-NLA85%3E3.0.CO;2-JMaRDI QIDQ4220443zbMATH OpenOpenAlexFDO

Authors C. G. Broyden, Marco A. Boschetti

Publication date 23 November 1998

Full work available at URL https://doi.org/10.1002/(sici)1099-1506(199611/12)3:6%3C473::aid-nla85%3E3.0.co;2-j

zbMATH Keywords

biconjugate gradient methodbiconjugate residual methodblock conjugate gradient algorithmconjugate directionsconvergenceGalerkin algorithmnon-symmetric linear systems

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50) Complexity and performance of numerical algorithms (65Y20)

Review text

The authors focus on the system of linear equations \(Ax=b\), where \(A\) is a large sparse real non-symmetric non-singular matrix and \(b\) is a real vector. To solve the system, three particular realizations of the block conjugate gradient algorithm of \textit{D. P. O'Leary} [Linear Algebra Appl. 29, 293-322 (1980; Zbl 0426.65011)] are considered. Namely the biconjugate gradient (bcg) method, the Galerkin algorithm of Hegedüs (Heg) and the biconjugate residual (bcr) method [\textit{C. G. Broyden}, Comput. Math. Appl. 31, No. 4-5, 7-17 (1996; Zbl 0874.65024)]. The respective algorithms are presented. Some of the linear systems used in tests are taken from the Harwell-Boeing collection. The others are artificially generated. The typical behaviour of the above-mentioned algorithms is illustrated by tables and graphs. Results are discussed and conclusions are made. In brief, the bcg method is highly erratic, generally unreliable though it can surprise by a quick convergence (e.g. for diagonally dominated matrices), the bcr method exhibits monotone but slow convergence, the performance of Heg falls roughly between those of bcg and bcr.

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(4)

• An extension of the conjugate residual method to nonsymmetric linear systems
• Numerical Methods in the Kiko3D Three‐Dimensional Reactor Dynamics Code
• scientific article; zbMATH DE number 6604147 (Why is no real title available?)
• Implementation of different computational variations of biconjugate residual methods

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