A note on the SOR and CG methods for large least squares problems (Q1124276): Difference between revisions

The authors consider the successive overrelaxation (SOR) and the conjugate gradient (CG) methods for the least squares problem of minimizing the Euclidean norm of Ax-b, where A is an \(m\times n\) matrix with \(rank(A)=n.\) They show that the SOR and CG methods are preferable, with respect to storage and multiplication requirements, to the 2-block SOR given by \textit{T. L. Markham}, \textit{M. Neumann}, and \textit{R. J. Plemmons} [ibid. 69, 155-167 (1985; Zbl 0576.65026)] and the CG algorithm of \textit{D. M. Young}, \textit{L. J. Hayes}, and \textit{K. C. Jea} [CNA-Report No.162, Center for Numerical Analysis, University of Texas, Austin] when the problem is of large scale.