BI-CGSTAB - A FAST AND SMOOTHLY CONVERGING VARIANT OF BI-CG FOR THE SOLUTION OF NONSYMMETRIC LINEAR-SYSTEMS

BI-CGSTAB - A FAST AND SMOOTHLY CONVERGING VARIANT OF BI-CG FOR THE SOLUTION OF NONSYMMETRIC LINEAR-SYSTEMS
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DOI:
10.1137/0913035
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发表时间:
1992-03-01
期刊:
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING
影响因子:
--
通讯作者:
VANDERVORST, HA
VANDERVORST, HA
中科院分区:
其他
文献类型:
--
作者:
VANDERVORST, HA

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最近,共轭导数平方法(CG-S)作为双共轭导数法(Bi-CG)的一个有吸引力的变体被提出。然而,已经观察到CG-S可能导致相当不规则的收敛行为,使得在某些情况下舍入误差甚至可能导致解中的严重抵消效应。在本文中,另一种变体的Bi-CG提出了似乎不遭受这些负面影响。数值实验还表明,新的变种,命名为Bi-CGSTAB,往往是更有效的比CG-S。
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.