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Journal Articles SIAM Journal on Scientific Computing Year : 2000

A Deflated Version of the Conjugate Gradient Algorithm

Abstract

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.
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Dates and versions

inria-00523686 , version 1 (06-10-2010)

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Y. Saad, M. Yeung, Jocelyne Erhel, Frédéric Guyomarc'H. A Deflated Version of the Conjugate Gradient Algorithm. SIAM Journal on Scientific Computing, 2000, 21 (5), pp.1909-1926. ⟨10.1137/S1064829598339761⟩. ⟨inria-00523686⟩
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