A Deflated Version of the Conjugate Gradient Algorithm
- Saad, Y.
- Yeung, M.
- Erhel, Jocelyne
- Guyomarc'H, Frédéric
Publication date
January 2000
DOI Publisher
Society for Industrial & Applied Mathematics (SIAM)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 updated
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