A block EN algorithm for nonsymmetric linear systems with multiple right-hand sides
نویسندگان
چکیده
منابع مشابه
the block lsmr algorithm for solving linear systems with multiple right-hand sides
lsmr (least squares minimal residual) is an iterative method for the solution of the linear system of equations and leastsquares problems. this paper presents a block version of the lsmr algorithm for solving linear systems with multiple right-hand sides. the new algorithm is based on the block bidiagonalization and derived by minimizing the frobenius norm of the resid ual matrix of normal equa...
متن کاملThe block least squares method for solving nonsymmetric linear systems with multiple right-hand sides
In this paper, we present the block least squares method for solving nonsymmetric linear systems with multiple righthand sides. This method is based on the block bidiagonalization. We first derive two algorithms by using two different convergence criteria. The first one is based on independently minimizing the 2-norm of each column of the residual matrix and the second approach is based on mini...
متن کاملBlock Bidiagonalization Methods for Solving Nonsymmetric Linear Systems with Multiple Right-hand Sides
Many applications require the solution of large nonsymmetric linear systems with multiple right-hand sides. Instead of applying an iterative method to each of these systems individually, it is often more eecient to use a block version of the method that generates iterates for all the systems simultaneously. In this paper, we propose block versions of Galerkin/minimal residual pair of bidiagonal...
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The technique that was used to build the eigCG algorithm for sparse symmetric linear systems is extended to the nonsymmetric case using the BiCG algorithm. We show that, similarly to the symmetric case, we can build an algorithm that is capable of computing a few smallest magnitude eigenvalues and their corresponding left and right eigenvectors of a nonsymmetric matrix using only a small window...
متن کاملthe block lsmr method: a novel efficient algorithm for solving non-symmetric linear systems with multiple right-hand sides
it is well known that if the coefficient matrix in a linear system is large and sparse or sometimes not readily available, then iterative solvers may become the only choice. the block solvers are an attractive class of iterative solvers for solving linear systems with multiple right-hand sides. in general, the block solvers are more suitable for dense systems with preconditioner. in this paper,...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1999
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(99)00119-6