Iterative Methods for Nearly Singular Linear Systems

DOI10.1137/S106482759834634XzbMath0967.65043MaRDI QIDQ4509855

William W. Hager

Publication date: 19 October 2000

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

linear programmingpreconditioningconjugate gradient methodsparse matricessuccessive overrelaxationKrylov subspace methodmatrix splittingGauss-Seidel methodill-conditioned systemminimal residual algorithmsingular linear system

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Ill-posedness and regularization problems in numerical linear algebra (65F22) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Complexity and performance of numerical algorithms (65Y20)

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Uses Software

• eigs