Conjugate Direction Methods for Solving Systems of Linear Equations.
The convergence of the Accelerated Overrelaxation (AOR) method is discussed. It is shown that the intervals of convergence for the parameters and are not always of the following form: .
Lanczos’ method for solving the system of linear algebraic equations consists in constructing a sequence of vectors in such a way that and . 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.