A Deflated Version of the Conjugate Gradient Algorithm

Authors:
Y. Saad;M. Yeung;J. Erhel;F. Guyomarc'h
Affiliations:
-;-;-;-
Venue:
SIAM Journal on Scientific Computing
Year:
1999

Citing 0
Cited 18

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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.