A QUASI-MINIMAL RESIDUAL VARIANT OF THE BI-CGSTAB ALGORITHM FOR NONSYMMETRIC SYSTEMS

被引:77
作者
CHAN, TF
GALLOPOULOS, E
SIMONCINI, V
SZETO, T
TONG, CH
机构
[1] SANDIA NATL LABS, CTR COMP ENGN, ALBUQUERQUE, NM 87185 USA
[2] UNIV ILLINOIS, DEPT COMP SCI, URBANA, IL 61801 USA
[3] UNIV ILLINOIS, CTR SUPERCOMP RES & DEV, URBANA, IL 61801 USA
关键词
CONJUGATE GRADIENTS; LANCZOS ALGORITHM; ITERATIVE METHODS; BCG; CGS; QRM; BI-CGSTAB; NONSYMMETRICAL LINEAR SYSTEMS;
D O I
10.1137/0915023
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Motivated by a recent method of Freund [SIAM J. Sci. Comput., 14 (1993), pp. 470-4821, who introduced a quasi-minimal residual (QMR) version of the conjugate gradients squared (CGS) algorithm, a QMR variant of the biconjugate gradient stabilized (Bi-CGSTAB) algorithm of van der Vorst that is called QMRCGSTAB, is proposed for solving nonsymmetric linear systems. The motivation for both QMR variants is to obtain smoother convergence behavior of the underlying method. The authors illustrate this by numerical experiments that also show that for problems on which Bi-CGSTAB performs better than CGS, the same advantage carries over to QMRCGSTAB.
引用
收藏
页码:338 / 347
页数:10
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