Sebastian Birk, Andreas Frommer
We consider the task of computing solutions of linear systems that only differ by a shift with the identity matrix as well as linear systems with several different right hand sides. In the past Krylov subspace methods have been developed which exploit either the need for solutions to multiple right hand sides (e.g. deflation type methods and block methods) or multiple shifts (e.g. shifted CG) with some success. In this paper we present a block Krylov subspace method which, based on a block Lanczos process, exploits both features - shifts and multiple right hand sides - at once. Such situations arise, for example, in lattice QCD simulations within the Rational Hybrid Monte Carlo algorithm. We give numerical evidence that our method is superior to applying other iterative methods to each of the systems individually as well as, in some cases, to shifted or block Krylov subspace methods.
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http://arxiv.org/abs/1205.0359
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