RecordNumber
2210
Author
SONNEVELD, PETER
Crop_Body
PETER SONNEVELD
Title of Article
CGS, A FAST LANCZOS-TYPE SOLVER FOR NONSYMMETRIC LINEAR SYSTEMS
Title Of Journal
CGS SOLVER FOR NONSYMMETRIC LINEAR SYSTEMS
PublishInfo
Society for Industrial and Applied Mathematics
Publication Year
1989
Volum
10
Issue Number
1
Page
36-52
Keywords
preconditioned conjugate gradients , Lanczos algorithm , iterative methods , CG , CGS , SPD , Bi-CG
Abstract
A Lanczos-type method is presented for nonsymmetric sparse linear systems as arising from discretisations of elliptic partial differential equations. The method is based on a polynomial variant of the conjugate gradients algorithm. Although related to the so-called bi-conjugate gradients (Bi-CG) algorithm, it does not involve adjoint matrix-vector multiplications, and the expected convergence rate is about twice that of the Bi-CG algorithm. Numerical comparison is made with other solvers, testing the method on a family of convection diffusion equations, on various grids, and with the use of two different preconditioning methods. Upwind as well as central differencing is used in the experiments.
URL
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