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Accuracy Improvement of the Shifted Block BiCGGR Method for Linear Systems with Multiple Shifts and Multiple Right-Hand Sides

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Book cover Eigenvalue Problems: Algorithms, Software and Applications in Petascale Computing (EPASA 2015)

Abstract

We consider solving linear systems with multiple shifts and multiple right-hand sides. In order to solve these linear systems efficiently, we develop the Shifted Block BiCGGR method. This method is based on the shift-invariance property of Block Krylov subspaces. Using this property, the Shifted systems can be solved in the process of solving the Seed system without matrix-vector multiplications. The Shifted Block BiCGGR method can generate high accuracy approximate solutions of the Seed system. However, the accuracy of the approximate solutions of the Shifted systems may deteriorate due to the error of the matrix multiplications appearing in the algorithm. In this paper, we improve the accuracy of the approximate solutions of the Shifted systems generated by the Shifted Block BiCGGR method.

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Acknowledgements

This work was partly supported by JSPS KAKENHI Grant Numbers 15K15996, 25286097, 25870099, and University of Tsukuba Basic Research Support Program Type A.

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Correspondence to Hiroto Tadano .

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Tadano, H., Saito, S., Imakura, A. (2017). Accuracy Improvement of the Shifted Block BiCGGR Method for Linear Systems with Multiple Shifts and Multiple Right-Hand Sides. In: Sakurai, T., Zhang, SL., Imamura, T., Yamamoto, Y., Kuramashi, Y., Hoshi, T. (eds) Eigenvalue Problems: Algorithms, Software and Applications in Petascale Computing. EPASA 2015. Lecture Notes in Computational Science and Engineering, vol 117. Springer, Cham. https://doi.org/10.1007/978-3-319-62426-6_12

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