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ChebStaBlkCG: a block variant of ChebFilterCG. (English) Zbl 1524.65145

Summary: The behavior of ChebFilterCG (an algorithm that combines the Chebyshev filter and Conjugate Gradient) applied to systems with unfavorable eigenvalue distribution is examined. To improve the convergence, a hybrid approach combining a stabilized version of the block conjugated gradient with Chebyshev polynomials as preconditioners (ChebStaBlkCG) is proposed. The performance of ChebStaBlkCG is illustrated and validated on a set of linear systems. It is shown how ChebStaBlkCG can be used to accelerate the block Cimmino method and to solve linear systems with multiple right-hand sides.

MSC:

65F10 Iterative numerical methods for linear systems

Software:

ChebStaBlkCG; Matlab
Full Text: DOI

References:

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