LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
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Publication:3116469
DOI10.1137/10079687XzbMath1232.65052arXiv1006.0758OpenAlexW1983886273MaRDI QIDQ3116469
Michael A. Saunders, David Chin-Lung Fong
Publication date: 23 February 2012
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.0758
iterative methodsparse matrixKrylov subspace methodLSQRMINRESleast-squares problemconjugate-gradient methodminimum-residual methodgolub-kahan process
Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22) Least squares and related methods for stochastic control systems (93E24) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Linear equations (linear algebraic aspects) (15A06) Orthogonalization in numerical linear algebra (65F25)
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