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Maintaining convergence properties of BiCGstab methods in finite precision arithmetic

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Abstract

It is well-known that Bi-CG can be adapted so that hybrid methods with computational complexity almost similar to Bi-CG can be constructed, in which it is attempted to further improve the convergence behavior. In this paper we will study the class of BiCGstab methods.

In many applications, the speed of convergence of these methods appears to be determined mainly by the incorporated Bi-CG process, and the problem is that the Bi-CG iteration coefficients have to be determined from the BiCGstab process. We will focus our attention to the accuracy of these Bi-CG coefficients, and how rounding errors may affect the speed of convergence of the BiCGstab methods. We will propose a strategy for a more stable determination of the Bi-CG iteration coefficients and by experiments we will show that this indeed may lead to faster convergence.

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Communicated by C. Brezinski

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Sleijpen, G.L.G., van der Vorst, H.A. Maintaining convergence properties of BiCGstab methods in finite precision arithmetic. Numer Algor 10, 203–223 (1995). https://doi.org/10.1007/BF02140769

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  • DOI: https://doi.org/10.1007/BF02140769

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