GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems
SIAM Journal on Scientific and Statistical Computing
SIAM Journal on Scientific and Statistical Computing
A transpose-free quasi-minimal residual algorithm for non-Hermitian linear systems
SIAM Journal on Scientific Computing
Restarted GMRES for Shifted Linear Systems
SIAM Journal on Scientific Computing
Fast CG-Based Methods for Tikhonov--Phillips Regularization
SIAM Journal on Scientific Computing
Iterative Methods for Sparse Linear Systems
Iterative Methods for Sparse Linear Systems
Solution of generalized shifted linear systems with complex symmetric matrices
Journal of Computational Physics
Accelerated GCRO-DR method for solving sequences of systems of linear equations
Journal of Computational and Applied Mathematics
Parameter estimation in high dimensional Gaussian distributions
Statistics and Computing
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We consider a seed system Ax = b together with a shifted linear system of the form (A + σI)x = b, σ ∈ C, A ∈ Cn×n, b ∈ Cn. We develop modifications of the BiCGStab(l) method which allow to solve the seed and the shifted system at the expense of just the matrix-vector multiplications needed to solve Ax = b via BiCGStab(l). On the shifted system, these modifications do not perform the corresponding BiCGStab(l)-method, but we show, that in the case that A is positive real and σ ≥ 0, the resulting method is still a well-smoothed variant of BiCG. Numerical examples from an application arising in quantum chromodynamics are given to illustrate the efficiency of the method developed.