A Schur complement approach to preconditioning sparse linear least-squares problems with some dense rows
DOI10.1007/s11075-018-0478-2zbMath1406.65015OpenAlexW2792661099MaRDI QIDQ1625762
Publication date: 29 November 2018
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-018-0478-2
Schur complementpreconditioningCholesky factorizationiterative solversaugmented systemincomplete factorizationsdense rowslarge-scale linear least squares problems
Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Iterative numerical methods for linear systems (65F10) Direct numerical methods for linear systems and matrix inversion (65F05) Preconditioners for iterative methods (65F08)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Limited-memory LDL\(^{\top}\) factorization of symmetric quasi-definite matrices with application to constrained optimization
- Splitting dense columns in sparse linear systems
- Computational experience with a primal-dual interior point method for linear programming
- Parallel solution of sparse linear least squares problems on distributed-memory multiprocessors
- Unsymmetric positive definite linear systems
- Solution of sparse linear least squares problems using Givens rotations
- A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming
- Preconditioning techniques for large linear systems: A survey
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- On Positive Semidefinite Modification Schemes for Incomplete Cholesky Factorization
- Adaptive Filtering
- Iterative Solution of Symmetric Quasi-Definite Linear Systems
- An out-of-core sparse Cholesky solver
- The university of Florida sparse matrix collection
- A note on fast approximate minimum degree orderings for symmetric matrices with some dense rows
- LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
- The State-of-the-Art of Preconditioners for Sparse Linear Least-Squares Problems
- A Scheme for Handling Rank-Deficiency in the Solution of Sparse Linear Least Squares Problems
- Using Perturbed $QR$ Factorizations to Solve Linear Least-Squares Problems
- A General Updating Algorithm for Constrained Linear Least Squares Problems
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- An Incomplete Factorization Technique for Positive Definite Linear Systems
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Solution of Sparse Indefinite Systems of Linear Equations
- On the inverse of the autocovariance matrix for a general moving average process
- A modified Schur-complement method for handling dense columns in interior-point methods for linear programming
- Solving Mixed Sparse-Dense Linear Least-Squares Problems by Preconditioned Iterative Methods
- Incomplete Cholesky Factorizations with Limited Memory
- Symmetric Quasidefinite Matrices
- On the Stability of Cholesky Factorization for Symmetric Quasidefinite Systems
- On Signed Incomplete Cholesky Factorization Preconditioners for Saddle-Point Systems
- Design of a Multicore Sparse Cholesky Factorization Using DAGs
- Cholesky-Like Factorization of Symmetric Indefinite Matrices and Orthogonalization with Respect to Bilinear Forms
- HSL_MI28
- On Using Cholesky-Based Factorizations and Regularization for Solving Rank-Deficient Sparse Linear Least-Squares Problems
- MA57---a code for the solution of sparse symmetric definite and indefinite systems