Geodesic
A real-valued block conjugate gradient type method for solving complex symmetric linear systems with multiple right-hand sides
Applications of Mathematics, Tome 62 (2017) no. 4, pp. 333-355.

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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.
DOI : 10.21136/AM.2017.0023-17
Classification : 65F10, 65F50
Keywords: linear system with multiple right-hand sides; complex symmetric matrices; block Krylov subspace methods 
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     title = {A real-valued block conjugate gradient type method for solving complex symmetric linear systems with multiple right-hand sides},
     journal = {Applications of Mathematics},
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Futamura, Yasunori; Yano, Takahiro; Imakura, Akira; Sakurai, Tetsuya. A real-valued block conjugate gradient type method for solving complex symmetric linear systems with multiple right-hand sides. Applications of Mathematics, Tome 62 (2017) no. 4, pp. 333-355. doi : 10.21136/AM.2017.0023-17. http://geodesic.mathdoc.fr/articles/10.21136/AM.2017.0023-17/

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