ILUBCG2

ILUBCG2-11: Solution of 11-banded nonsymmetric linear equation systems by a preconditioned biconjugate gradient routine. The biconjugate gradient method (BCG) provides an attractive alternative to the usual conjugate gradient algorithms for the solution of sparse systems of linear equations with nonsymmetric and indefinite matrix operators. A preconditioned algorithm is given, whose form resembles the incomplete $L-U$ conjugate gradient scheme (ILUCG2) previously presented. Although the BCG scheme requires the storage of two additional vectors, it converges in a significantly lesser number of iterations (often half), while the number of calculations per iteration remains essentially the same.