Numerical Methods for Large Sparse Linear Least Squares Problems

DOI10.1137/0905037zbMath0575.65030OpenAlexW2166904966MaRDI QIDQ3694540

Michael T. Heath

Publication date: 1984

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0905037

zbMATH Keywords

preconditioningiterative methodsorthogonalizationupdatingnormal equationsconstraintseliminationlarge sparse linear least squares problemsGivens rotationsrank deficiency

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (17)

Householder reflections versus Givens rotations in sparse orthogonal decomposition ⋮ A survey of the advances in the exploitation of the sparsity in the solution of large problems ⋮ Solving large and sparse linear least-squares problems by conjugate gradient algorithms ⋮ An accelerated successive orthogonal projections method for solving large-scale linear feasibility problems ⋮ A direct method for sparse least squares problems with lower and upper bounds ⋮ Matrix enlarging methods and their application ⋮ The theoretical aspects of the generalized conjugate gradient method pplied to least squares problems ⋮ Karmarkar's projective method for linear programming: a computational survey ⋮ Preconditionings and splittings for rectangular systems ⋮ The solution of large-scale least-squares problems on supercomputers ⋮ On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method ⋮ A parallel projection method for overdetermined nonlinear systems of equations ⋮ A survey of direct methods for sparse linear systems ⋮ The sagitta method for solving linear programs ⋮ A stationary iterative pseudoinverse algorithm ⋮ On iterative algorithms for linear least squares problems with bound constraints ⋮ An algorithm for solving sparse nonlinear least squares problems

Uses Software

• LSQR

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