Recycling Bi-Lanczos Algorithms: BiCG, CGS, and BiCGSTAB

Abstract

Engineering problems frequently require solving a sequence of dual linear systems. This paper introduces recycling BiCG, that recycles the Krylov subspace from one pair of linear systems to the next pair. Augmented bi-Lanczos algorithm and modified two-term recurrence are developed for using the recycle space. Recycle space is built from the approximate invariant subspace corresponding to eigenvalues close to the origin. Recycling approach is extended to the CGS and the BiCGSTAB algorithms. Experiments on a convection-diffusion problem give promising results.