ELI5: Explain Like I'm 5

Biconjugate gradient method

Okay kiddo, let's start with a simple equation: Ax = b.

This equation has a lot of variables, but the main ones we care about are A, which is a matrix, x, which is a vector we want to solve for, and b, which is another vector.

Now, the biconjugate gradient method is a way to solve for x, but it's not as simple as just finding the answer all at once. Instead, it uses an iterative process.

Think of it like playing a guessing game. We start with an initial guess for x, and then use some math to improve that guess a little bit. Then we repeat the process, improving our guess more and more each time, until we eventually get a pretty good answer for x.

The way the biconjugate gradient method makes these improvements is by using two different vectors: r and p.

We start by setting r equal to b - Ax, which is basically just saying "we start with the distance between our initial guess and the actual answer."

Then we calculate a new vector, p, by multiplying the transpose of A (which is just A with the rows and columns switched) by r.

We use these two vectors, r and p, to calculate a new improved guess for x. Then we update r and p again, using some more math, and repeat the process over and over.

Each time we update our guess for x, we get a little closer to the real answer. So if we repeat the process enough times, our guess for x will be pretty close to the actual answer.

So that's the biconjugate gradient method in a nutshell, kiddo. It's a way of solving complicated equations by making a series of educated guesses and improving them over and over until we get a pretty good answer.
Related topics others have asked about: