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Biconjugate gradient method

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Biconjugate gradient method

In mathematics, more specifically in numerical linear algebra, the biconjugate gradient method is an algorithm to solve systems of linear equations

Unlike the conjugate gradient method, this algorithm does not require the matrix to be self-adjoint, but instead one needs to perform multiplications by the conjugate transpose A*.

In the above formulation, the computed and satisfy

and thus are the respective residuals corresponding to and , as approximate solutions to the systems

is the adjoint, and is the complex conjugate.

The biconjugate gradient method is numerically unstable[citation needed] (compare to the biconjugate gradient stabilized method), but very important from a theoretical point of view. Define the iteration steps by

where using the related projection

with

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