Greville's method for preconditioning least squares problems

DOI10.1007/s10444-011-9171-xzbMath1233.65027OpenAlexW2071439344MaRDI QIDQ652570

Ken Hayami, Jun-Feng Yin, Xiaoke Cui

Publication date: 14 December 2011

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10444-011-9171-x

zbMATH Keywords

numerical resultspreconditioningGMRESorthogonalizationMoore-Penrose inverseleast squares problemsgeneralized minimal residual methodpseudoinversesoverdetermined systemsGreville algorithmrobust incomplete factorization

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08)

Related Items (3)

Preconditioners for Krylov subspace methods: An overview ⋮ Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning ⋮ Convergence of Inner-Iteration GMRES Methods for Rank-Deficient Least Squares Problems

Uses Software

• SparseMatrix

Cites Work

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