An analysis of the composite step biconjugate gradient method (Q1326493)

The paper shows that \(2\times 2\) composite steps can cure breakdowns in the biconjugate gradient matrix caused by (near) singularity of principal submatrices of the tridiagonal matrix generated by the underlying Lanczos process. In section 2, the factorization of general nonsingular tridiagonal matrices is considered. In section 3 and 4, the composite step biconjugate gradient method is derived, an analysis of its convergence is presented and a ``best approximation'' result is proved. In section 5, three of many possible implementations of the method are presented. Some illustrations showing the effect of roundoff error are given in the last section.