On the Lánczos method for solving symmetric linear systems with several righthand sides
Author:
Youcef Saad
Journal:
Math. Comp. 48 (1987), 651662
MSC:
Primary 65F10; Secondary 65F50
DOI:
https://doi.org/10.1090/S00255718198708786973
MathSciNet review:
878697
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Abstract: This paper analyzes a few methods based on the Lanczos algorithm for solving large sparse symmetric linear systems with several righthand sides. The methods examined are suitable for the situation when the right sides are not too different from one another, as is often the case in timedependent or parameterdependent problems. We propose a theoretical error bound for the approximation obtained from a projection process onto a Krylov subspace generated from processing a previous righthand side.

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© Copyright 1987
American Mathematical Society