A block conjugate gradient method applied to linear systems with multiple right-hand sides
With the generalization of the conjugate gradient (CG) method, a block CG (BCG) is presented in this paper, which can simultaneously solve symmetric and positive definite linear systems with multiple right-hand sides and still preserves all the properties of the standard CG method. Several techniques related to the efficiency enhancement of BCG, including initial residual vectors orthogonalization and flexible convergence control, are also proposed. Finally, the performances of BCG are investigated on three numerical examples.
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