Title :
Transpose-Free Gl-BCG Algorithm for Linear Systems with Multiple Right-Hand Sides
Author :
Zhang, Jian-Hua ; Zhao, Jing
Author_Institution :
Dept. of Math., Anhui Sci. & Technol. Univ., Fengyang, China
Abstract :
In the present paper, we present a new transpose-free global method for solving large nonsymmetric linear systems with multiple right-hand sides. We first give the scalar polynomial interpretation of the classical global biconjugate gradient algorithm using formal orthogonal polynomials. The global conjugate gradient squared algorithm can be derived by using this. Although related to the transpose of a matrix, the global conjugate gradient squared algorithm does not need multiplication by the transpose of a matrix. We also show to apply the method for solving the Lyapunov matrix equation. Finally, some numerical examples are given to illustrate the proposed method.
Keywords :
Lyapunov matrix equations; conjugate gradient methods; linear systems; polynomials; Lyapunov matrix equation; formal orthogonal polynomials; global biconjugate gradient algorithm; global conjugate gradient squared algorithm; multiple right-hand sides; nonsymmetric linear systems; scalar polynomial interpretation; transpose-free global method; Convergence; Electromagnetic scattering; Equations; Gradient methods; Linear systems; Mathematics; Paper technology; Polynomials; Sparse matrices; Symmetric matrices; Gl-BCG method; block method; matrix krylov subspace; multiple right-hand sides; nonsymmetric linear systems;
Conference_Titel :
Information and Computing Science, 2009. ICIC '09. Second International Conference on
Conference_Location :
Manchester
Print_ISBN :
978-0-7695-3634-7
DOI :
10.1109/ICIC.2009.294