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BI-CGSTAB: A fast and smoothly converging variant of BI-CG for the solution of nonsymmetric linear systems. (English) Zbl 0761.65023

In order to improve the convergence properties of the conjugate gradients-squared method, the author suggests making use of preconditioned matrices. Four examples of symmetric and nonsymmetric matrices are considered where modified incomplete Cholesky decomposition or incomplete LU-factorization is used. The calculation results show that the residual in this case decreases considerably faster and that this decrease is almost monotonous.

MSC:

65F10 Iterative numerical methods for linear systems
65F35 Numerical computation of matrix norms, conditioning, scaling

Software:

Bi-CG
Full Text: DOI