A BLOCK CONJUGATE-GRADIENT METHOD APPLIED TO LINEAR-SYSTEMS WITH MULTIPLE RIGHT-HAND SIDES

被引:29
作者
FENG, YT [1 ]
OWEN, DRJ [1 ]
PERIC, D [1 ]
机构
[1] UNIV COLL SWANSEA,DEPT CIVIL ENGN,SWANSEA SA2 8PP,W GLAM,WALES
基金
英国工程与自然科学研究理事会;
关键词
D O I
10.1016/0045-7825(95)00832-2
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
With the generalization of the Conjugate Gradient (CG) method, a Block CG (BCG) is presented in this paper, which can simultaneously solve symmetric and positive definite linear systems with multiple right-hand sides and still preserves all the properties of the standard CG method. Several techniques related to the efficiency enhancement of BCG, including initial residual vectors orthogonalization and flexible convergence control, are also proposed. Finally, the performances of BCG are investigated on three numerical examples. In these cases improvements between 30% and 200% in terms of both CPU time and iteration requirements are achieved by the BCG method in comparison with the standard CG approach.
引用
收藏
页码:203 / 215
页数:13
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