Numerical Investigation of Krylov Subspace Methods for Solving Non-Symmetric Systems of Linear Equations with Dominant Skew-Symmetric Part

Abstract

Numerical investigation of BiCG and GMRES methods for solving non-symmetric linear equation systems with dominant skew-symmetric part has been presented. Numerical experiments were carried out for the linear system arising from a 5-point central difference approximation of the two dimensional convection-diffusion problem with different velocity coefficients and small parameter at the higher derivative. Behavior of BiCG and GMRES(10) has been compared for such kind of systems.