On the Lanczos Method for Solving Symmetric Linear Systems with Several Right-Hand-Sides.

This paper analyses two methods based on the Lanczos algorithm for solving large sparse symmetric linear systems with several right hand sides. The methods examined are suitable for the case where the right sides are not too different from one another as is often the case in time dependent or parameter dependent problems. We will show in particular that a modified Lanczos algorithm, introduced by Parlett is in some sense equivalent to the block Lanczos algorithm. Author