A Hybrid Approach Combining Chebyshev Filter and Conjugate Gradient for Solving Linear Systems with Multiple Right-Hand Sides

DOI10.1137/060649458zbMath1151.65319OpenAlexW2035530669MaRDI QIDQ3516127

Gene H. Golub, Ahmed Touhami, Daniel Ruiz

Publication date: 1 August 2008

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060649458

zbMATH Keywords

linear systems eigenvalues numerical experiments iterative methods conjugate gradient algorithm symmetric positive definite matrices Krylov subspace method polynomial preconditioning Chebyshev filtering polynomials

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of solutions to systems of equations (65H10) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

Related Items (7)

Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides ⋮ A new family of global methods for linear systems with multiple right-hand sides ⋮ Generalized global conjugate gradient squared algorithm ⋮ Using partial spectral information for block diagonal preconditioning of saddle-point systems ⋮ A new projected variant of the deflated block conjugate gradient method ⋮ Polynomial Accelerated Solutions to a Large Gaussian Model for Imaging Biofilms: In Theory and Finite Precision ⋮ The Augmented Block Cimmino Distributed Method

Uses Software

ARPACK

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