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

Petr TichýJan Zítko — 1998

Applications of Mathematics

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.

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