BI-CGSTAB: A fast and smoothly converging variant of BI-CG for the solution of nonsymmetric linear systems. (English) Zbl 0761.65023

In order to improve the convergence properties of the conjugate gradients-squared method, the author suggests making use of preconditioned matrices. Four examples of symmetric and nonsymmetric matrices are considered where modified incomplete Cholesky decomposition or incomplete LU-factorization is used. The calculation results show that the residual in this case decreases considerably faster and that this decrease is almost monotonous.


65F10 Iterative numerical methods for linear systems
65F35 Numerical computation of matrix norms, conditioning, scaling


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