A block version of BiCGSTAB for linear systems with multiple right-hand sides

被引:0
作者
El Guennouni, A [1 ]
Jbilou, K
Sadok, H
机构
[1] Univ Sci & Technol Lille, Lab Anal Numer & Optimisat, Lille, France
[2] Univ Littoral, F-62228 Calais, France
来源
ELECTRONIC TRANSACTIONS ON NUMERICAL ANALYSIS | 2003年 / 16卷
关键词
block Krylov subspace; block methods; Lanczos method; multiple right-hand sides; nonsymmetric linear systems;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We present a new block method for solving large nonsymmetric linear systems of equations with multiple right-hand sides. We first give the matrix polynomial interpretation of the classical block biconjugate gradient (Bl-BCG) algorithm using formal matrix-valued orthogonal polynomials. This allows us to derive a block version of BiCGSTAB. Numerical examples and comparisons with other block methods are given to illustrate the effectiveness of the proposed method.
引用
收藏
页码:129 / 142
页数:14
相关论文
共 26 条
[1]   A BREAKDOWN-FREE LANCZOS TYPE ALGORITHM FOR SOLVING LINEAR-SYSTEMS [J].
BREZINSKI, C ;
ZAGLIA, MR ;
SADOK, H .
NUMERISCHE MATHEMATIK, 1992, 63 (01) :29-38
[2]   LANCZOS-TYPE ALGORITHMS FOR SOLVING SYSTEMS OF LINEAR-EQUATIONS [J].
BREZINSKI, C ;
SADOK, H .
APPLIED NUMERICAL MATHEMATICS, 1993, 11 (06) :443-473
[3]   LOOK-AHEAD IN BI-CGSTAB AND OTHER PRODUCT METHODS FOR LINEAR-SYSTEMS [J].
BREZINSKI, C ;
REDIVOZAGLIA, M .
BIT, 1995, 35 (02) :169-201
[4]   Analysis of projection methods for solving linear systems with multiple right-hand sides [J].
Chan, TF ;
Wan, WL .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 1997, 18 (06) :1698-1721
[5]  
Fletcher R., 1975, P DUND BIENN C NUM A, P73
[6]   A block QMR algorithm for non-Hermitian linear systems with multiple right-hand sides [J].
Freund, RW ;
Malhotra, M .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1997, 254 :119-157
[7]  
Golub G.H., 1977, MATH SOFTWARE, P364
[8]  
GOLUB GH, P 1974 IEEE C DEC CO
[9]   Smoothing iterative block methods for linear systems with multiple right-hand sides [J].
Jbilou, K .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1999, 107 (01) :97-109
[10]   Global FOM and GMRES algorithms for matrix equations [J].
Jbilou, K ;
Messaoudi, A ;
Sadok, H .
APPLIED NUMERICAL MATHEMATICS, 1999, 31 (01) :49-63