Nonstationary Iterative Methods

Nonstationary methods differ from stationary methods in that the computations involve information that changes at each iteration. Typically, constants are computed by taking inner products of residuals or other vectors arising from the iterative method.

• Conjugate Gradient Method (CG)
  • Theory
  • Convergence
  • Implementation
  • Further references
• MINRES and SYMMLQ
  • Theory
• CG on the Normal Equations, CGNE and CGNR
  • Theory
• Generalized Minimal Residual (GMRES)
  • Theory
  • Implementation
• BiConjugate Gradient (BiCG)
  • Convergence
  • Implementation
• Quasi-Minimal Residual (QMR)
  • Convergence
  • Implementation
• Conjugate Gradient Squared Method (CGS)
  • Convergence
  • Implementation
• BiConjugate Gradient Stabilized (Bi-CGSTAB)
  • Convergence
  • Implementation
• Chebyshev Iteration
  • Comparison with other methods
  • Convergence
  • Implementation