Deflated BiCG with an Application to Model Reduction

Algorithm 2

Deflated BiCG algorithm.

(1) Given and . If and are not available; then initialize and to empty matrices.

(2) Choose , and compute , , , using (22).

(3) if then to a random vector.

(4) Solve ;

(5) Set ; .

(6) for     do

(7)    

(8)    ;   

(9)    ;   

(10)  if   tol and tol then

(11)   break;

(12)  end if

(13)  

(14)  Solve ;

(15)  ;   

(16) end for