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On the Lanczos Method for Solving Symmetric Linear Systems with Several Right-Hand Sides
Mathematics of Computation
Vol. 48, No. 178 (Apr., 1987), pp. 651-662
Published by: American Mathematical Society
Stable URL: http://www.jstor.org/stable/2007834
Page Count: 12
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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.
Mathematics of Computation © 1987 American Mathematical Society