LSRN: A parallel iterative solver for strongly over- or underdetermined systems (Q2875015)
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scientific article; zbMATH DE number 6329840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LSRN: A parallel iterative solver for strongly over- or underdetermined systems |
scientific article; zbMATH DE number 6329840 |
Statements
13 August 2014
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linear least squares
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overdetermined system, underdetermined system, rank-deficient
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minimum-length solution
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sparse matrix
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iterative method
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preconditioning
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Chebyshev semi-iterative method
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Tikhonov regularization
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ridge regression
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parallel computing
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random projection
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random sampling
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random matrix
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randomized algorithm
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LSRN: A parallel iterative solver for strongly over- or underdetermined systems (English)
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The authors propose a random normal projection least squares solver for general linear least squares problems and their Tikhonov regularized versions. The method iteratively constructs a provably efficient preconditioner. It has a fully predictable run-time performance and scales well in parallel environments.
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