Derivation of BiCG from the conditions defining Lanczos' method for solving a system of linear equations

Petr Tichý; Jan Zítko

Applications of Mathematics (1998)

  • Volume: 43, Issue: 5, page 381-388
  • ISSN: 0862-7940

Abstract

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Lanczos’ method for solving the system of linear algebraic equations A x = b consists in constructing a sequence of vectors x k in such a way that r k = b - A x k r 0 + A 𝒦 k ( A , r 0 ) and r k 𝒦 k ( A T , r ˜ 0 ) . This sequence of vectors can be computed by the BiCG (BiOMin) algorithm. In this paper is shown how to obtain the recurrences of BiCG (BiOMin) directly from this conditions.

How to cite

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Tichý, Petr, and Zítko, Jan. "Derivation of BiCG from the conditions defining Lanczos' method for solving a system of linear equations." Applications of Mathematics 43.5 (1998): 381-388. <http://eudml.org/doc/33016>.

@article{Tichý1998,
abstract = {Lanczos’ method for solving the system of linear algebraic equations $Ax=b$ consists in constructing a sequence of vectors $x_k$ in such a way that $r_k=b-Ax_k \in r_0+A\{\mathcal \{K\}\}_\{k\}(A,r_0)$ and $r_k \perp \{\mathcal \{K\}\}_\{k\}(A^T,\widetilde\{r\}_0)$. This sequence of vectors can be computed by the BiCG (BiOMin) algorithm. In this paper is shown how to obtain the recurrences of BiCG (BiOMin) directly from this conditions.},
author = {Tichý, Petr, Zítko, Jan},
journal = {Applications of Mathematics},
keywords = {biorthogonalization; linear equations; biconjugate gradient method; biorthogonalization; linear equations; biconjugate gradient method},
language = {eng},
number = {5},
pages = {381-388},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Derivation of BiCG from the conditions defining Lanczos' method for solving a system of linear equations},
url = {http://eudml.org/doc/33016},
volume = {43},
year = {1998},
}

TY - JOUR
AU - Tichý, Petr
AU - Zítko, Jan
TI - Derivation of BiCG from the conditions defining Lanczos' method for solving a system of linear equations
JO - Applications of Mathematics
PY - 1998
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 43
IS - 5
SP - 381
EP - 388
AB - Lanczos’ method for solving the system of linear algebraic equations $Ax=b$ consists in constructing a sequence of vectors $x_k$ in such a way that $r_k=b-Ax_k \in r_0+A{\mathcal {K}}_{k}(A,r_0)$ and $r_k \perp {\mathcal {K}}_{k}(A^T,\widetilde{r}_0)$. This sequence of vectors can be computed by the BiCG (BiOMin) algorithm. In this paper is shown how to obtain the recurrences of BiCG (BiOMin) directly from this conditions.
LA - eng
KW - biorthogonalization; linear equations; biconjugate gradient method; biorthogonalization; linear equations; biconjugate gradient method
UR - http://eudml.org/doc/33016
ER -

References

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  3. Lanczos-type Solvers for Nonsymmetric Linear Systems of Equations, Technical Report TR-97-04, Swiss Center for Scientific Computing ETH-Zentrum, Switzerland, 1997. (1997) Zbl0888.65030MR1489258
  4. 10.6028/jres.045.026, J. Res. Nat. Bureau Standards 45 (1950). (1950) MR0042791DOI10.6028/jres.045.026
  5. 10.6028/jres.049.006, J. Res. Nat. Bureau Standards 49 (1952). (1952) MR0051583DOI10.6028/jres.049.006
  6. The block conjugate gradient algorithm, Linear Algebra Appl. 99 (1980), 293–322. (1980) MR0562766
  7. Behaviour of BiCG and CGS algorithms, Mgr. thesis, Department of Numerical Mathematics, Faculty of Mathematics and Physics Praha, 1997. (1997) 
  8. 10.1016/0168-9274(95)00084-4, Applied Numerical Mathematics 19 (1995), 207–233. (1995) Zbl0854.65031MR1374350DOI10.1016/0168-9274(95)00084-4

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