Order-reducing conjugate gradients versus block AOR for constrained least-squares problems (Q808173)
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scientific article; zbMATH DE number 4209456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Order-reducing conjugate gradients versus block AOR for constrained least-squares problems |
scientific article; zbMATH DE number 4209456 |
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Order-reducing conjugate gradients versus block AOR for constrained least-squares problems (English)
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1991
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The convergence properties of two iterative methods for solving equality- constrained least-squares problems are compared. The first one is a modified conjugate gradient algorithm. The second one is the block accelerated overrelaxation, a two-parameter generalization of block successive overrelaxation. It is proved that the first method converges faster than the second one. Numerical experiments support the analysis.
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convergence
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iterative methods
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least-squares problems
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conjugate gradient algorithm
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block accelerated overrelaxation
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successive overrelaxation
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Numerical experiments
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0.8968515
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0.88798034
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0.8786462
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0.87166196
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0.8691721
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