Preconditioned GMRES methods with incomplete Givens orthogonalization method for large sparse least-squares problems

DOI10.1016/J.CAM.2008.05.052zbMath1160.65313OpenAlexW2072708752MaRDI QIDQ1008678

Jun-Feng Yin, Ken Hayami

Publication date: 30 March 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2008.05.052

zbMATH Keywords

comparison of methodsnumerical experimentspreconditionergeneralized minimal residual (GMRES) methodlarge sparse matricesleast-squares problemsconjugate gradient least-squares methodincomplete Givens orthogonalization methods

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Orthogonalization in numerical linear algebra (65F25)

Related Items (5)

3-D rolling processing analysis by fast multipole boundary element method ⋮ LSQR algorithm with structured preconditioner for the least squares problem in quaternionic quantum theory ⋮ A double optimal descent algorithm for iteratively solving ill-posed linear inverse problems ⋮ Greville's method for preconditioning least squares problems ⋮ Three-dimensional preconditioned FM-IBEM solution to broadband-frequency seismic wave scattering in a layered sedimentary basin

Uses Software

• LSQR
• SparseMatrix
• CRAIG

Cites Work

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• A necessary and sufficient convergence condition of orthomin(k) methods for least squares problem with weight
• A preconditioned Krylov subspace method for the solution of least squares problems in inverse scattering
• A class of incomplete orthogonal factorization methods. II: Implemetation and results
• Restrictive preconditioners for conjugate gradient methods for symmetric positive definite linear systems
• The university of Florida sparse matrix collection
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Numerical Optimization
• Restrictively preconditioned conjugate gradient methods for systems of linear equations
• Methods of conjugate gradients for solving linear systems
• A class of incomplete orthogonal factorization methods. I: Methods and theories

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