Numerical Algorithms

, Volume 7, Issue 1, pp 1–16

A composite step bi-conjugate gradient algorithm for nonsymmetric linear systems

  • Randolph E. Bank
  • Tony F. Chan
Article

DOI: 10.1007/BF02141258

Cite this article as:
Bank, R.E. & Chan, T.F. Numer Algor (1994) 7: 1. doi:10.1007/BF02141258

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.

Keywords

Biconjugate gradientsnonsymmetric linear systems

AMS(MOS) subject classification

65N2065F10

Copyright information

© J.C. Baltzer AG, Science Publishers 1994

Authors and Affiliations

  • Randolph E. Bank
    • 1
  • Tony F. Chan
    • 2
  1. 1.Department of MathematicsUniversity of California at San DiegoLa JollaUSA
  2. 2.Department of MathematicsUniversity of California at Los AngelesLos AngelesUSA