A Generalised Conjugate Residual method for the solution of non-symmetric systems of equations with multiple right-hand sides
✍ Scribed by Frederik Jan Lingen
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 305 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0029-5981
No coin nor oath required. For personal study only.
✦ Synopsis
This paper presents an iterative algorithm for solving non-symmetric systems of equations with multiple righthand sides. The algorithm is an extension of the Generalised Conjugate Residual method (GCR) and combines the advantages of a direct solver with those of an iterative solver: it does not have to restart from scratch for every right-hand side, it tends to require less memory than a direct solver, and it can be implemented e ciently on a parallel computer. We will show that the extended GCR algorithm can be competitive with a direct solver when running on a single processor. We will also show that the algorithm performs well on a Cray T3E parallel computer.