A Generalized Conjugate Gradient Method for Non-Symmetric Systems of Linear Equations

摘要

A new iterative method is presented for solving non-symmetric linear systems of equations. The method requires that the symmetric of the matrix of the linear system be positive definite, and the method is efficient only if the symmetric part is easily invertible. The method is modeled on the conjugate gradient method for symmetric positive definite systems and has the finite termination property. The results from several numerical experiments are presented and compared with a similar method proposed by Concus, Golub, and Widlund.