On the lanczos method for solving symmetric linear systems with several right-hand sides

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Abstract

This paper analyzes a few methods based on the Lanczos algorithm for solving large sparse symmetric linear systems with several right-hand sides. The methods examined are suitable for the situation when the right sides are not too different from one another, as is often the case in time-dependent or parameter-dependent problems. We propose a theoretical error bound for the approximation obtained from a projection process onto a Krylov subspace generated from processing a previous right-hand side.

Original languageEnglish (US)
Pages (from-to)651-662
Number of pages12
JournalMathematics of Computation
Volume48
Issue number178
DOIs
StatePublished - Apr 1987

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