Advanced Matrix Computations
BiCG, or Bi-Conjugate Gradient method, is an iterative algorithm used for solving systems of linear equations, especially those that are non-symmetric and large. It extends the principles of the Conjugate Gradient method by utilizing two sets of conjugate vectors to tackle both the system and its transpose, which allows it to be more effective in dealing with a broader class of problems. The method is particularly valuable in computational applications where matrix operations are costly, offering a balance between convergence speed and computational efficiency.
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