| Abstract: | This paper presents an iterative algorithm for solving non‐symmetric systems of equations with multiple right‐hand sides. The algorithm is an extension of the Generalised Conjugate Residual method (GCR) and combines the advantages of a direct solver with those of an iterative solver: it does not have to restart from scratch for every right‐hand side, it tends to require less memory than a direct solver, and it can be implemented efficiently on a parallel computer. We will show that the extended GCR algorithm can be competitive with a direct solver when running on a single processor. We will also show that the algorithm performs well on a Cray T3E parallel computer. Copyright © 1999 John Wiley & Sons, Ltd. |
