Preconditioned SOR methods for generalized least-squares problems

DOI10.1007/BF02677673zbMath0971.65034MaRDI QIDQ1568244

Jin Yun Yuan, Alfredo Noel Iusem

Publication date: 24 October 2001

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

preconditioningiterative methodsuccessive overrelaxationnumerical experimentconvergence regiongeneralized least-squares problems2-cyclic SOR methodgeneralized SOR method

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (8)

Asymptotically optimal row-action methods for generalized least squares problems ⋮ Preconditioned iterative methods for solving weighted linear least squares problems ⋮ Evaluation of ST preconditioners for saddle point problems ⋮ Generalization: One technique of computational and applied mathematical methodology ⋮ Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems ⋮ Preconditioned diagonal dominant matrices ⋮ Minimization of \(\ell_2\)-norms of the SOR and MSOR operators ⋮ Preconditioned GAOR methods for solving weighted linear least squares problems

Cites Work

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• Preconditioners for least squares problems by LU factorization
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• Preconditioned conjugate gradient method for generalized least squares problems
• Iterative Methods for Equality-Constrained Least Squares Problems
• Implicit Nullspace Iterative Methods for Constrained Least Squares Problems
• Fast Numerically Stable Computations for Generalized Linear Least Squares Problems
• Computer Solution and Perturbation Analysis of Generalized Linear Least Squares Problems

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