Block conjugate gradient algorithms for linear systems with multiple right-hand sides
The block conjugate gradient algorithm was proposed in 1980 to solve linear systems with multiple right-hand sides. However, some of the algorithm block vectors may become rank-deficient, leading to numerical difficulties and breakdowns. In this talk, we will study a variant introduced by Dubrulle in 2001 to avoid these problems. We recently proved that this algorithm cannot break down and always converges to the solutions.