M. Kilmer et al., QMR-based projection techniques for the solution of non-Hermitian systems with multiple right-hand sides, SIAM J SC C, 23(3), 2001, pp. 761-780
In this work we consider the simultaneous solution of large linear systems
of the form Ax((j)) = b((j)), j = 1,..., K, where A is sparse and non-Hermi
tian. We describe single-seed and block-seed projection approaches to these
multiple right-hand side problems that are based on the QMR and block QMR
algorithms, respectively. We use (block) QMR to solve the (block) seed syst
em and generate the relevant biorthogonal subspaces. Approximate solutions
to the nonseed systems are simultaneously generated by minimizing their app
ropriately projected (block) residuals. After the initial (block) seed has
converged, the process is repeated by choosing a new (block) seed from amon
g the remaining nonconverged systems and using the previously generated app
roximate solutions as initial guesses for the new seed and nonseed systems.
We give theory for the single-seed case that helps explain the convergence
behavior under certain conditions. Implementation details for both the sin
gle-seed and block-seed algorithms are discussed and advantages of the bloc
k-seed algorithm in cache-based serial and parallel environments are noted.
The computational savings of our methods over using QMR to solve each syst
em individually are illustrated in two examples.