A Deflated Version of the Conjugate Gradient Algorithm

Y. Saad; M. Yeung; Jocelyne Erhel; Frédéric Guyomarc'H

inria-00523686, version 1

A Deflated Version of the Conjugate Gradient Algorithm

Y. Saad ¹, M. Yeung ¹, Jocelyne Erhel ()^a^, 2, Frédéric Guyomarc'H ²

SIAM Journal on Scientific Computing 21, 5 (2000) 1909-1926

Résumé : We present a deflated version of the conjugate gradient algorithm for solving linear systems. The new algorithm can be useful in cases when a small number of eigenvalues of the iteration matrix are very close to the origin. It can also be useful when solving linear systems with multiple right-hand sides, since the eigenvalue information gathered from solving one linear system can be recycled for solving the next systems and then updated.

a – INRIA
1 : Department of Electrical and Computer Engineering
University of Minnesota
2 : ALADIN (INRIA - IRISA)
CNRS : UMR6074 – INRIA – Institut National des Sciences Appliquées (INSA) - Rennes – Université de Rennes 1

inria-00523686, version 1
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Contributeur : Frédéric Guyomarch <>
Soumis le : Mercredi 6 Octobre 2010, 09:19:17
Dernière modification le : Lundi 13 Décembre 2010, 13:27:10

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DOI : 10.1137/S1064829598339761

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