Conjugate Gradient Squared Method (CGS)

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Conjugate Gradient Squared Method (CGS)


In BiCG, the residual vector can be regarded as the product of and an th degree polynomial in , that is


This same polynomial satisfies so that


This suggests that if reduces to a smaller vector , then it might be advantageous to apply this ``contraction'' operator twice, and compute . Equation (gif) shows that the iteration coefficients can still be recovered from these vectors, and it turns out to be easy to find the corresponding approximations for . This approach leads to the Conjugate Gradient Squared method (see Sonneveld [192]).

Figure: The Preconditioned Conjugate Gradient Squared Method

Jack Dongarra
Mon Nov 20 08:52:54 EST 1995