Abstract:This paper analyzes a few methods based on the Lanczos algorithm for solving large sparse symmetric linear systems with several right-hand 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 time-dependent or parameter-dependent problems. We propose a theoretical error bound for the approximation obtained from a projection process onto a Krylov subspace generated from processing a previous right-hand side.
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- © Copyright 1987 American Mathematical Society
- Journal: Math. Comp. 48 (1987), 651-662
- MSC: Primary 65F10; Secondary 65F50
- DOI: https://doi.org/10.1090/S0025-5718-1987-0878697-3
- MathSciNet review: 878697