Numerical aspects of the generalized CG-method applied to least squares problems
type: Item
instance of: scholarly article
title: Numerical aspects of the generalized CG-method applied to least squares problems
zbMATH Open document ID: 0662.65034
DOI: 10.1007/BF02238742
published in: Computing
publication date: 1989-01-01T00:00:00Z
review text: The authors consider the generalized conjugate gradient method of \textit{P. Concus} and \textit{G. M. Golub} [Lect. Notes Econ. Math. Syst. 134, 56-65 (1976; Zbl 0344.65020)] and its adjusted form (AGCG) in comparison to standard conjugate gradient method and the SOR method for linear least squares problems. The numerical experiments performed indicate that AGCG is superior, in terms of CPU time, to generalized and standard gradients and SOR on the problems tried.
Mathematics Subject Classification ID: 65F20
Mathematics Subject Classification ID: 65F10
zbMATH DE Number: 4082839
zbMATH Keywords: successive overrelaxation
zbMATH Keywords: generalized conjugate gradient method
zbMATH Keywords: linear least squares problems
zbMATH Keywords: numerical experiments
author: D. J. Evans
author: Chang-Jun Li
reviewed by: Charles W. Groetsch
MaRDI profile type: Publication
cites work: Q4113326
cites work: A Lanczos Method for a Class of Nonsymmetric Systems of Linear Equations
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cites work: A note on two block-SOR methods for sparse least squares problems
cites work: The theoretical aspects of the generalized conjugate gradient method pplied to least squares problems
cites work: The least squares problem and pseudo-inverses
full work available at URL: https://doi.org/10.1007/bf02238742
OpenAlex ID: W402460180
description: scientific article; zbMATH DE number 4082839