A new deflated block GCROT(m,k) method for the solution of linear systems with multiple right-hand sides

Linear systems with multiple right-hand sides arise in many applications. To solve such systems efficiently, a new deflated block GCROT(m,k) method is explored in this paper by exploiting a modified block Arnoldi deflation. Incorporating this modified block Arnoldi deflation, the new algorithm can a...

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Bibliographic Details
Published in:Journal of computational and applied mathematics 2016-07, Vol.300, p.155-171
Main Authors: Meng, Jing, Li, Hou-Biao, Jing, Yan-Fei
Format: Article
Language:English
Subjects:
Algorithms
Blocking
Computation
Deflated block GCROT([formula omitted])
Iterative methods
Linear systems
Mathematical analysis
Mathematical models
Modified block Arnoldi deflation
Multiple right-hand sides
Truncation
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Summary:Linear systems with multiple right-hand sides arise in many applications. To solve such systems efficiently, a new deflated block GCROT(m,k) method is explored in this paper by exploiting a modified block Arnoldi deflation. Incorporating this modified block Arnoldi deflation, the new algorithm can address the possible linear dependence at each iteration during the block Arnoldi procedure and reduces expensive computational operations. Moreover, as a block version of GCROT(m,k), the new method inherits the property of easy operability. Finally, some numerical examples also illustrate the effectiveness of the proposed method.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2015.12.029