Algorithm 937

DOI10.1145/2527267zbMath1305.65117arXiv1301.2707OpenAlexW2004789423WikidataQ34350266 ScholiaQ34350266MaRDI QIDQ5498691

Michael A. Saunders, Sou-Cheng T. Choi

Publication date: 10 February 2015

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.2707

zbMATH Keywords

sparse matrixlinear equationsill-posed problemKrylov subspace methodregressionLanczos processconjugate-gradient methodpseudoinverse solutionminimum-residual methoddata encapsulationsingular least-squares

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10)

Related Items

MINRES: From Negative Curvature Detection to Monotonicity Properties, A transpose-free quasi-minimal residual variant of the CORS method for solving non-Hermitian linear systems, Newton-MR: inexact Newton method with minimum residual sub-problem solver, Unnamed Item, Hodge Laplacians on Graphs, On the restrictively preconditioned conjugate gradient method for solving saddle point problems, MINRES-QLP, Algorithm 937, Conjugate gradients for symmetric positive semidefinite least-squares problems

Uses Software

• LSQR
• Matlab
• SparseMatrix
• CCLIB
• LSMR
• MINRES
• CRAIG

Cites Work

• Unnamed Item
• Unnamed Item
• The university of Florida sparse matrix collection
• MINRES-QLP: A Krylov Subspace Method for Indefinite or Singular Symmetric Systems
• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• The Lanczos Algorithm With Partial Reorthogonalization
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Solution of Sparse Indefinite Systems of Linear Equations
• Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
• The QLP Approximation to the Singular Value Decomposition
• Rank-Deficient and Discrete Ill-Posed Problems
• Writing Scientific Software
• Algorithm 937
• Methods of conjugate gradients for solving linear systems