Preconditioned conjugate gradient methods for the solution of indefinite least squares problems

DOI10.1007/s10092-011-0039-8zbMath1230.65052MaRDI QIDQ652558

Qiaohua Liu, Xianjuan Li

Publication date: 14 December 2011

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10092-011-0039-8

zbMATH Keywords

convergence; numerical results; conjugate gradient method; preconditioner; ill-conditioned problems; indefinite least squares problems; sparse QR factorization

Mathematics Subject Classification ID

65F20: Numerical solutions to overdetermined systems, pseudoinverses

65F22: Ill-posedness and regularization problems in numerical linear algebra

65F08: Preconditioners for iterative methods

Related Items

On the condition number theory of the equality constrained indefinite least squares problem, USSOR method for solving the indefinite least squares problem, Backward error and condition number analysis for the indefinite linear least squares problem, On the partial condition numbers for the indefinite least squares problem, A contribution to the conditioning theory of the indefinite least squares problems, On mixed and componentwise condition numbers for indefinite least squares problem, Incomplete hyperbolic Gram-Schmidt-based preconditioners for the solution of large indefinite least squares problems, Splitting-based randomized iterative methods for solving indefinite least squares problem

Uses Software

• VanHuffel
• CSparse

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Preconditioners for least squares problems by LU factorization
• The university of Florida sparse matrix collection
• Direct Methods for Sparse Linear Systems
• A Stable and Efficient Algorithm for the Indefinite Linear Least-Squares Problem
• Solving the Indefinite Least Squares Problem by Hyperbolic QR Factorization
• An Efficient Algorithm for a Bounded Errors-in-Variables Model
• Linear estimation in Krein spaces. I. Theory