Conjugate gradient squared method

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In numerical linear algebra, the conjugate gradient squared method (CGS) is an iterative algorithm for solving systems of linear equations of the form , particularly in cases where calculating is impractical.[1] The CGS method was developed as an improvement to the Biconjugate gradient method.[2][3]

The Algorithm

The algorithm is thus:

  1. Choose an initial guess  
  2. Compute the residual  
  3. Choose another residual  


See Also

References

  1. ^ Wolfram Mathworld. "Conjugate Gradient Squared Method".
  2. ^ Mathworks. "cgs".
  3. ^ Henk van der Vorst (2003). "Bi-Conjugate Gradients". Iterative Krylov Methods for Large Linear Systems. ISBN 0-521-81828-1.