Multi-shift CGLS |
solves the systems of linear equations
for X with the multishift CGLS algorithm. The right hand side (column)
vector B must have length M, where the coefficient matrix A is M-by-N.
TAU is a vector of reals (the shifts) of length L.
For a short demo run main.m
Jasper van den Eshof and Gerard Sleijpen,
Accurate conjugate gradient methods for families of shifted systems,
Applied Numerical Mathematics, Volume 49, Issue 1, 2004. Pages 17-37.