Conjugate gradient and conjugate residual methods for multiple solution of systems of linear algebraic equations (SLAEs) with the same matrices but different successively determined right-hand sides are considered. In order to speed up the iterative solution of the second and subsequent SLAEs, deflation algorithms are applied. These algorithms use the direction vectors obtained in the course of solving the first system as the basis ones. Results of numerical experiments for model examples, illustrating the efficiency of the approaches under consideration, are provided.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 496, 2020, pp. 26–42.
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Gurieva, Y.L., Il’in, V.P. Conjugate Direction Methods for Multiple Solution of Slaes. J Math Sci 255, 231–241 (2021). https://doi.org/10.1007/s10958-021-05365-8
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DOI: https://doi.org/10.1007/s10958-021-05365-8