Sharp 2-Norm Error Bounds for LSQR and the Conjugate Gradient Method
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Publication:5146695
DOI10.1137/19M1272822zbMath1461.65037OpenAlexW3048630042MaRDI QIDQ5146695
Publication date: 26 January 2021
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/19m1272822
stopping criteriaiterative methodconjugate gradient methodsparse matrixKrylov subspace methodleast-squares problemGolub-Kahan process
Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10)
Uses Software
Cites Work
- Erratum to: ``On computing quadrature-based bounds for the A-norm of the error in conjugate gradients
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- LNLQ: An Iterative Method for Least-Norm Problems with an Error Minimization Property
- Calculating the Singular Values and Pseudo-Inverse of a Matrix
- Bidiagonalization of Matrices and Solution of Linear Equations
- Methods of conjugate gradients for solving linear systems
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