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Bi-CGSTAB: : A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems

Published: 01 March 1992 Publication History

Abstract

Recently the Conjugate Gradients-Squared (CG-S) method has been proposed as an attractive variant of the Bi-Conjugate Gradients (Bi-CG) method. However, it has been observed that CG-S may lead to a rather irregular convergence behaviour, so that in some cases rounding errors can even result in severe cancellation effects in the solution. In this paper, another variant of Bi-CG is proposed which does not seem to suffer from these negative effects. Numerical experiments indicate also that the new variant, named Bi-CGSTAB, is often much more efficient than CG-S.

References

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        Published In

        cover image SIAM Journal on Scientific and Statistical Computing
        SIAM Journal on Scientific and Statistical Computing  Volume 13, Issue 2
        Mar 1992
        205 pages

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        Society for Industrial and Applied Mathematics

        United States

        Publication History

        Published: 01 March 1992

        Author Tag

        1. 65F10

        Author Tags

        1. Bi-CG
        2. CG-S
        3. nonsymmetric linear systems
        4. iterative solver
        5. preconditioning

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