BiConjugate Gradient Stabilized (Bi-CGSTAB)



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BiConjugate Gradient Stabilized (Bi-CGSTAB)

   

The BiConjugate Gradient Stabilized method (Bi-CGSTAB) was developed to solve nonsymmetric linear systems while avoiding the often irregular convergence  patterns of the Conjugate Gradient Squared method (see Van der Vorst [207]). Instead of computing the CGS sequence , Bi-CGSTAB computes where is an th degree polynomial describing a steepest descent update.

  
Figure: The Preconditioned BiConjugate Gradient Stabilized Method





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