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On the Lanczos Method for Solving Symmetric Linear Systems with Several Right-Hand Sides

Youcef Saad
Mathematics of Computation
Vol. 48, No. 178 (Apr., 1987), pp. 651-662
DOI: 10.2307/2007834
Stable URL: http://www.jstor.org/stable/2007834
Page Count: 12
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
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.

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