A composite step bi-conjugate gradient algorithm for nonsymmetric linear systems
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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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- A review of formal orthogonality in Lanczos-based methods
- Localized radial basis functions-based pseudo-spectral method (LRBF-PSM) for nonlocal diffusion problems
- A new iterative method for solving complex symmetric linear systems
- Look-ahead in Bi-CGSTAB and other product methods for linear systems
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- Developing iterative algorithms to solve Sylvester tensor equations
- Numerical simulations of nonlocal phase-field and hyperbolic nonlocal phase-field models via localized radial basis functions-based pseudo-spectral method (LRBF-PSM)
- Exploiting the composite step strategy to the biconjugate \(A\)-orthogonal residual method for non-Hermitian linear systems
- Iterative computation of negative curvature directions in large scale optimization
- On solving sparse symmetric linear systems whose definiteness is unknown
- A backward stability analysis of diagonal pivoting methods for solving unsymmetric tridiagonal systems without interchanges.
- Tuned preconditioners for inexact two-sided inverse and Rayleigh quotient iteration.
- A transpose-free quasi-minimal residual variant of the CORS method for solving non-Hermitian linear systems
- Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
- Conjugate gradient (CG)-type method for the solution of Newton's equation within optimization frameworks
- Composite Step Product Methods for Solving Nonsymmetric Linear Systems
- Breakdowns in the implementation of the Lánczos method for solving linear systems
- A new quasi-minimal residual method based on a biconjugate A-orthonormalization procedure and coupled two-term recurrences
- Lanczos conjugate-gradient method and pseudoinverse computation on indefinite and singular systems
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