A new deflated block GCROT(m,k) method for the solution of linear systems with multiple right-hand sides

摘要

Linear systems with multiple right-hand sides arise in many applications. To solve such systems efficiently, a new deflated block GCROT(m,k) method is explored in this paper by exploiting a modified block Arnoldi deflation. Incorporating this modified block Arnoldi deflation, the new algorithm can address the possible linear dependence at each iteration during the block Arnoldi procedure and reduces expensive computational operations. Moreover, as a block version of GCROT(m,k), the new method inherits the property of easy operability. Finally, some numerical examples also illustrate the effectiveness of the proposed method.