Research Article

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) fordo
(7)    
(8)    ;   
(9)    ;   
(10)  if tol and tol then
(11)   break;
(12)  end if
(13)  
(14)  Solve ;
(15)  ;   
(16) end for