Linear regression models, least-squares problems, normal equations, and stopping criteria for the conjugate gradient method (Q483796): Difference between revisions

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-.1016/j.cpc.2012.05.023
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+LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
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+The role of the inner product in stopping criteria for conjugate gradient iterations
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+Error norm estimation and stopping criteria in preconditioned conjugate gradient iterations
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+Computable error bounds and estimates for the conjugate gradient method
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+An iterative method with error estimators
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+Matrices, moments and quadrature. II: How to compute the norm of the error iterative methods
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+Estimates in quadratic formulas
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+The computation of bounds for the norm of the error in the conjugate gradient algorithm
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+Numerical experiments in computing bounds for the norm of the error in the preconditioned conjugate gradient algorithm
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+On error estimation in the conjugate gradient method and why it works in finite precision computations
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+Methods of conjugate gradients for solving linear systems
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+A stopping criterion for the conjugate gradient algorithm in a finite element method framework
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+Error estimation in preconditioned conjugate gradients
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+Stopping criteria for iterative methods: applications to PDE's
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+On the Compatibility of a Given Solution With the Data of a Linear System
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+Estimating the Backward Error in LSQR
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+Stability of Conjugate Gradient and Lanczos Methods for Linear Least Squares Problems
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+The university of Florida sparse matrix collection
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+Residual periodograms for choosing regularization parameters for ill-posed problems
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+.1016/J.CPC.2012.05.023
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