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MI25 Unsymmetric system: BiCG (BiConjugate Gradient) method

This routine uses the BiCG (BiConjugate Gradient) method to solve the n × n unsymmetric linear system Ax = b, optionally using preconditioning. If PL, PR are the preconditioning matrices, the routine actually solves the preconditioned system

Āx̄ = b̄,

with Ā = PLAPR and b̄ = PLb and recovers the solution x = PRx̄. If PL = I, preconditioning is said to be from the right, if PR = I, it is said to be from the left, and otherwise it is from both sides. Reverse communication is used for preconditioning operations Pz and PTz, where P = PLPR, and for matrix-vector products of the form Az and ATz.