A New Iterative Solution Method for Solving Multiple Linear Systeams

In this paper, a new iterative solution method is proposed for solving multiple linear systems ( ) ( ) ()=i i iA x b, for, where the coefficient matrices 1 i s £ £ ()iA and the right-hand sides are arbitrary in general. The proposed method is based on the global least squares (GL-LSQR) method. A linear operator is defined to con-nect all the linear systems together. To approximate all numerical solutions of the multiple linear systems simultane-ously, the GL-LSQR method is applied for the operato and the approximate solutions are obtained recursively. The presented method is compared with the well-known LSQR method. Finally, numerical experiments on test matrices are presented to show the efficiency of the new metho ()ib: n s n s ´