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In this article, we focus on solving a sequence of linear systems that have identical (or similar) coefficient matrices. For this type of problem, we investigate subspace correction (SC) and deflation methods, which use an auxiliary matrix (subspace) to accelerate the convergence of the iterative method. In practical simulations, these acceleration methods typically work well when the range of the auxiliary matrix contains eigenspaces corresponding to small eigenvalues of the coefficient matrix. We develop a new algebraic auxiliary matrix construction method based on error vector sampling in which eigenvectors with small eigenvalues are efficiently identified in the solution process. We use the generated auxiliary matrix for convergence acceleration in the following solution step. Numerical tests confirm that both SC and deflation methods with the auxiliary matrix can accelerate the solution process of the iterative solver. Furthermore, we examine the applicability of our technique to the estimation of the condition number of the coefficient matrix. We also present the algorithm of the preconditioned conjugate gradient method with condition number estimation. [ABSTRACT FROM AUTHOR]