Application of a block modified Chebyshev algorithm
to the iterative solution of symmetric linear systems
with multiple right hand side vectors |
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Authors: | D Calvetti L Reichel |
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Institution: | (1) Department of Pure and Applied Mathematics, Stevens Institute of Technology, Hoboken, NJ 07030, USA E-mail: na.calvetti{\tt @}na-net.ornl.gov , US;(2) Department of Mathematics and Computer Science, Kent State University, Kent, OH 44242, USA E-mail: na.reichel{\tt @}na-net.ornl.gov , US |
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Abstract: | Summary.
An adaptive Richardson iteration method is described for the solution of
large sparse symmetric positive definite linear systems of equations with
multiple right-hand side vectors. This scheme ``learns' about the linear
system to be solved by computing inner products of residual matrices during
the iterations. These inner products are interpreted as block modified moments.
A block version of the modified Chebyshev algorithm is presented which yields
a block tridiagonal matrix from the block modified moments and the recursion
coefficients of the residual polynomials. The eigenvalues of this block
tridiagonal matrix define an interval, which determines the choice of relaxation
parameters for Richardson iteration. Only minor modifications are necessary
in order to obtain a scheme for the solution of symmetric indefinite linear
systems with multiple right-hand side vectors. We outline the changes required.
Received April 22, 1993 |
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Keywords: | Mathematics Subject Classification (1991): 65F10 65F15 15A24 |
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