Name
Abstract | ||
|---|---|---|
The Bi-Conjugate Gradient (BCG) algorithm is the simplest and most natural generalization of the classical conjugate gradient method for solving nonsymmetric linear systems. It is well-known that the method suffers from two kinds of breakdowns. The first is due to the breakdown of the underlying Lanczos process and the second is due to the fact that some iterates are not well-defined by the Galerkin condition on the associated Krylov subspaces. In this paper, we derive a simple modification of the BCG algorithm, the Composite Step BCG (CSBCG) algorithm, which is able to compute all the well-defined BCG iterates stably, assuming that the underlying Lanczos process does not break down. The main idea is to skip over a step for which the BCG iterate is not defined. |
Year | DOI | Venue |
|---|---|---|
1994 | 10.1007/BF02141258 | Numerical Algorithms |
Keywords | Field | DocType |
Biconjugate gradients,nonsymmetric linear systems,65N20,65F10 | Gradient method,Conjugate gradient method,Mathematical optimization,Biconjugate gradient stabilized method,Linear system,Mathematical analysis,Algorithm,Nonlinear conjugate gradient method,Mathematics,Biconjugate gradient method,Derivation of the conjugate gradient method,Conjugate residual method | Journal |
Volume | Issue | Citations |
7 | 1 | 14 |
PageRank | References | Authors |
0.86 | 7 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Randolph E. Bank | 1 | 238 | 27.87 |
| Tony F. Chan | 2 | 8733 | 659.77 |