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In numerical linear algebra, the biconjugate gradient stabilized method, often abbreviated as

BiCGSTAB, is an iterative method developed by H. A. van der Vorst for the numerical solution of

nonsymmetric linear systems. It is a variant of the biconjugate gradient method (BiCG) and has

faster and smoother convergence than the original BiCG as well as other variants such as the

conjugate gradient squared method (CGS). It is a Krylov subspace method.

Contents

1 Algorithmic steps

1.1 Unpreconditioned BiCGSTAB

1.2 Preconditioned BiCGSTAB

2 Derivation

2.1 BiCG in polynomial form

2.2 Derivation of BiCGSTAB from BiCG

2.3 Determination of BiCGSTAB constants

3 Generalization

4 See also

5 References

Algorithmic steps

Unpreconditioned BiCGSTAB

To solve a linear system Ax = b , BiCGSTAB starts with an initial guess x 0 and proceeds as

follows:

1. r0 = b Ax0

2. Choose an arbitrary vector r 0 such that (r

0, r0) 0, e.g., r

0 = r0

3. 0 = = 0 = 1

4. v0 = p0 = 0

5. For i = 1, 2, 3,

1. i = (r0, ri1)

2. = (i/i1)(/i1)

3. p i = ri1 + (p i1 i1v i1)

4. v i = Ap i

5. = i/(r 0, v i)

6. s = ri1 v i

7. t = As

8. i = (t, s)/(t, t)

9. x i = x i1 + p i + is

10. If x i is accurate enough then quit

11. ri = s it

Preconditioned BiCGSTAB

linear system Ax = b with a preconditioner K = K1K2 A, preconditioned BiCGSTAB starts with an

initial guess x 0 and proceeds as follows:

1. r0 = b Ax0

2. Choose an arbitrary vector r 0 such that (r

0, r0) 0, e.g., r

0 = r0

3. 0 = = 0 = 1

4. v0 = p0 = 0

5. For i = 1, 2, 3,

1. i = (r0, ri1)

2. = (i/i1)(/i1)

3. p i = ri1 + (p i1 i1v i1)

4. y = K1p i

5. v i = Ay

6. = i/(r0, v i)

7. s = ri1 v i

8. z = K1s

9. t = Az

1 1 1 1

10. i = (K 1 t, K 1 s)/(K 1 t, K 1 t)

11. x i = x i1 + y + iz

12. If x i is accurate enough then quit

13. ri = s it

preconditioned system

x

= b

1 1 1

with = K 1 AK 2 , x = K2x and b = K 1 b. In other words, both left- and right-preconditioning

are possible with this formulation.

Derivation

BiCG in polynomial form

i and the residuals ri and r

i are updated using the

following recurrence relations:

pi = ri1 + ipi1,

pi = ri1 + ip

i1,

ri = ri1 iApi,

r T .

i = ri1 iA p i

i = i/(p

i, Ap i),

i = i/i1

where i = (r

i1, ri1) so that the residuals and the search directions satisfy biorthogonality and

biconjugacy, respectively, i.e., for i j,

(r

i, rj ) = 0,

(pi, Ap j ) = 0.

ri = Pi(A)r0,

r T ,

i = Pi(A )r

0

pi+1 = Ti(A)r0,

p T

i+1 = Ti(A )r

0

where Pi(A) and Ti(A) are ith-degree polynomials in A. These polynomials satisfy the following

recurrence relations:

Ti(A) = Pi(A) i+1Ti1(A).

It is unnecessary to explicitly keep track of the residuals and search directions of BiCG. In

other words, the BiCG iterations can be performed implicitly. In BiCGSTAB, one wishes to have

recurrence relations for

ri

= Qi(A)Pi(A)r0

where Qi(A) = (I 1A)(I 2A)(I iA) with suitable constants j instead of ri = Pi(A) in

the hope that Qi(A) will enable faster and smoother convergence in rithan ri.

It follows from the recurrence relations for Pi(A) and Ti(A) and the definition of Qi(A) that

which entails the necessity of a recurrence relation for Qi(A)Ti(A)r0. This can also be derived

from the BiCG relations:

Similarly to defining ri

, BiCGSTAB defines

p

i+1 = Qi(A)Ti(A)r0.

i and riare

pi = ri1

+ i(I i1A)p

i1,

ri= (I iA)(ri1

iApi).

si = ri1

iAp

i.

ri

= ri1

iAp

i iAsi,

which corresponds to

xi = xi1 + ip

i + isi.

Now it remains to determine the BiCG constants i and i and choose a suitable i.

i = (r T , P (A)r ).

i1, ri1) = (Pi1(A )r

0 i1 0

i or ri, i is not immediately computable from

this formula. However, it can be related to the scalar

T , P (A)r ) = (r

i = (Qi1(A )r

0 i1 0 0, Qi1(A)Pi1(A)r0) = (r

0, ri1).

0 where Ui2(A ) is any

polynomial of degree i 2 in AT. Hence, only the highest-order terms of Pi1(AT) and Qi1(AT)

matter in the dot products (Pi1(AT)r T , P (A)r ). The leading

0, Pi1(A)r0) and (Qi1(A )r

0 i1 0

coefficients of Pi1(AT) and Qi1(AT) are (1)i112i1 and (1)i112i1,

respectively. It follows that

i = (1/1)(2/2)(i1/i1)

i,

and thus

i = i/i1 = (

i/

i1)(i1/i1).

i, Ap i) = (Pi1(A )r

0 i1 0 i1 0, ATi1(A)r0).

Similarly to the case above, only the highest-order terms of Pi1(AT) and Ti1(AT) matter in the

dot products thanks to biorthogonality and biconjugacy. It happens that Pi1(AT) and Ti1(AT)

have the same leading coefficient. Thus, they can be replaced simultaneously with Qi1(AT) in the

formula, which leads to

i = (Qi1(AT)r T , AT (A)r ) =

0, Pi1(A)r0)/(Qi1(A )r

0 i1 0 i/(r i/(r

0, AQi1(A)Ti1(A)r0) = 0, Ap

i).

= (I iA)si in 2-norm as a function of i. This is

achieved when

Generalization

BiCGSTAB can viewed as a combination of BiCG and GMRES where each BiCG step is followed by a

GMRES(1) (i.e., GMRES restarted at each step) step to repair the irregular convergence behavior

of CGS, as an improvement of which BiCGSTAB was developed. However, due to the use of degree-one

minimum residual polynomials, such repair may not be effective if the matrix A has large complex

eigenpairs. In such cases, BiCGSTAB is likely to stagnate as confirmed by numerical experiments.

One may expect that higher-degree minimum residual polynomials may better handle this situation.

This gives rise to algorithms including BiCGSTAB2[1] and the more general BiCGSTAB(l)[2] . In

BiCGSTAB(l), a GMRES(l) step follows every l BiCG steps. BiCGSTAB2 is equivalent to BiCGSTAB(l)

with l = 2.

See also

Biconjugate gradient method

Conjugate gradient squared method

Conjugate gradient method

References

Van der Vorst, H. A. (1992). "Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for

the Solution of Nonsymmetric Linear Systems". SIAM J. Sci. and Stat. Comput. 13 (2): 631

644. doi:10.1137/0913035 (http://dx.doi.org/10.1137%2F0913035).

Saad, Y. (2003). "7.4.2 BICGSTAB". Iterative Methods for Sparse Linear Systems (2nd ed.).

SIAM. pp. 231234. doi:10.2277/0898715342 (http://dx.doi.org/10.2277%2F0898715342).

ISBN 978-0-89871-534-7.

^ Gutknecht, M. H. (1993). "Variants of BICGSTAB for Matrices with Complex Spectrum". SIAM

J. Sci. Comput. 14 (5): 10201033. doi:10.1137/0914062

(http://dx.doi.org/10.1137%2F0914062).

^ Sleijpen, G. L. G.; Fokkema, D. R. (November 1993). "BiCGstab(l) for linear equations

involving unsymmetric matrices with complex spectrum"

(http://www.emis.ams.org/journals/ETNA/vol.1.1993/pp11-32.dir/pp11-32.pdf) (PDF). Electronic

Transactions on Numerical Analysis (Kent, OH: Kent State University) 1: 1132. ISSN 1068-

9613 (//www.worldcat.org/issn/1068-9613).

title=Biconjugate_gradient_stabilized_method&oldid=581198850"

Categories: Numerical linear algebra Gradient methods

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