Analysis of the finite precision bi-conjugate gradient algorithm for nonsymmetric linear systems
Analysis of the finite precision bi-conjugate gradient algorithm for nonsymmetric linear systems
In this paper we analyze the bi-conjugate gradient algorithm in finite precision arithmetic, and suggest reasons for its often observed robustness. By using a tridiagonal structure, which is preserved by the finite precision bi-conjugate gradient iteration, we are able to bound its residual norm by a minimum polynomial of a …