A deflated version of the conjugate gradient algorithm

Authors
Saad, Y Yeung, M Erhel, J Guyomarc'h, F
Citation
Y. Saad et al., A deflated version of the conjugate gradient algorithm, SIAM J SC C, 21(5), 2000, pp. 1909-1926
Citations number
16
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON SCIENTIFIC COMPUTING
ISSN journal
10648275 → ACNP
Volume
21
Issue
5
Year of publication
2000
Pages
1909 - 1926
Database
ISI
SICI code
1064-8275(20000521)21:5<1909:ADVOTC>2.0.ZU;2-M
Abstract
We present a deflated version of the conjugate gradient algorithm for solvi ng linear systems. The new algorithm can be useful in cases when a small nu mber of eigenvalues of the iteration matrix are very close to the origin. I t can also be useful when solving linear systems with multiple right-hand s ides, since the eigenvalue information gathered from solving one linear sys tem can be recycled for solving the next systems and then updated.