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Title: A real-valued block conjugate gradient type method for solving complex symmetric linear systems with multiple right-hand sides (English)
Author: Futamura, Yasunori
Author: Yano, Takahiro
Author: Imakura, Akira
Author: Sakurai, Tetsuya
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 62
Issue: 4
Year: 2017
Pages: 333-355
Summary lang: English
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Category: math
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Summary: We consider solving complex symmetric linear systems with multiple right-hand sides. We assume that the coefficient matrix has indefinite real part and positive definite imaginary part. We propose a new block conjugate gradient type method based on the Schur complement of a certain 2-by-2 real block form. The algorithm of the proposed method consists of building blocks that involve only real arithmetic with real symmetric matrices of the original size. We also present the convergence property of the proposed method and an efficient algorithmic implementation. In numerical experiments, we compare our method to a complex-valued direct solver, and a preconditioned and nonpreconditioned block Krylov method that uses complex arithmetic. (English)
Keyword: linear system with multiple right-hand sides
Keyword: complex symmetric matrices
Keyword: block Krylov subspace methods
MSC: 65F10
MSC: 65F50
idZBL: Zbl 06770048
idMR: MR3686421
DOI: 10.21136/AM.2017.0023-17
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Date available: 2017-08-31T12:44:47Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/146833
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