Accurate solution of weighted least squares by iterative methods (Q2719191)
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scientific article; zbMATH DE number 1608855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate solution of weighted least squares by iterative methods |
scientific article; zbMATH DE number 1608855 |
Statements
21 June 2001
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iterative method
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MINRES
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conjugate gradient method
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achievable accuracy
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numerical examples
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ill-conditioned weighted least squares problems
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Krylov-subspace method
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0.94620246
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0.91302174
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0.90525955
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0.9021516
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Accurate solution of weighted least squares by iterative methods (English)
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Ill-conditioned weighted least squares problems are solved by a special Krylov-subspace method. It is shown that this method yields answers with small forward errors. Computational studies are also presented.
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