Preconditioners for least squares problems by LU factorization

zbMath0924.65034MaRDI QIDQ1292262

K. Appert

Publication date: 21 June 1999

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/119995

zbMATH Keywords

algorithmconvergenceconjugate gradient methodpreconditionerslinear least squaressparse rectangular matrices

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (13)

Preconditioning Linear Least-Squares Problems by Identifying a Basis Matrix ⋮ An augmented LSQR method ⋮ Preconditioners for Krylov subspace methods: An overview ⋮ Preconditioned conjugate gradient methods for the solution of indefinite least squares problems ⋮ Evaluation of ST preconditioners for saddle point problems ⋮ Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems ⋮ Symmetric block-SOR methods for rank-deficient least squares problems ⋮ Multilevel regularization of wavelet based fitting of scattered data -- some experiments ⋮ Preconditioning of Linear Least Squares by Robust Incomplete Factorization for Implicitly Held Normal Equations ⋮ Preconditioned SOR methods for generalized least-squares problems ⋮ A class of incomplete orthogonal factorization methods. II: Implemetation and results ⋮ Block SOR methods for rank-deficient least-squares problems ⋮ A multilevel block incomplete Cholesky preconditioner for solving normal equations in linear least squares problems

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