A Deflated Version of the Conjugate Gradient Algorithm
- 1 January 2000
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Scientific Computing
- Vol. 21 (5) , 1909-1926
- https://doi.org/10.1137/s1064829598339761
Abstract
International audienceWe 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 updatedKeywords
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