日本応用数理学会論文誌
Online ISSN : 2424-0982
ISSN-L : 0917-2246
ランチョス・プロセスに基づく積型反復解法
張 紹良藤野 清次
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ジャーナル フリー

1995 年 5 巻 4 号 p. 343-360

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In this paper, we propose a unification of results involving product-type methods for the iterative solution of nonsymmetric linear systems. A characteristic of this class of methods(that includes CGS. Bi-CGSTAB, and Bi-CGSTAB2)is the relationship γ_n=H_n(A)R_n(A)γ_0 where γ_n is the residual vector corresponding to the n-th iterate x_n, and R_n is the Lanczos polynomial generated from Bi-CG. The poly-nomial H_n in the product H_n(A)R_n(A) is chosen to speed up and/or stabilize convergence, while satisfying a standard three-term recurrence relations. Such product-type methods can be regarded as generalizations of Bi-CGSTAB. From the unification, we can see how CGS, Bi-CGSTAB, and Bi-CGSTAB2 fit into a more general framework.
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© 1995 一般社団法人 日本応用数理学会
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