Galerkin Projection Methods for Solving Multiple Linear Systems

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The paper is devoted to solve multiple linear systems \(A^{(i)}x^{(i)}=b^{(i)}\), \(1 \leq i \leq s\), with different coefficient matrices and different right-hand sides. Two important practical situations are considered, namely, the eigenvectors of the coefficient matrices are the same and the coefficient matrices differ by rank-1 or rank-2 matrices. The authors propose a methodology to solve these related multiple systems effectively. They focus on the seed projection method, where one seed system is selected and solved by the conjugate gradient (CG) method. Then a Galerkin projection of the residuals onto the Krylov subspace, generated by the seed system, is performed to obtain approximate solutions for the unsolved systems. These approximate solutions are then refined by the CG method. The process is repeated until all the systems are solved. A theoretical error bound is given for the approximation obtained from a projection process onto the Krylov subspace generated from solving a previous linear system. Numerical examples of multiple linear systems arising from image restorations and recursive least squares approximations are given to illustrate the effectiveness of the method.




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