LNLQ: An Iterative Method for Least-Norm Problems with an Error Minimization Property

DOI10.1137/18M1194948zbMath1435.65050OpenAlexW2973160261WikidataQ127254283 ScholiaQ127254283MaRDI QIDQ5237901

Ron Estrin, Michael A. Saunders, Dominique Orban

Publication date: 25 October 2019

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/18m1194948

zbMATH Keywords

error minimizationlinear least-norm problem

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Ill-posedness and regularization problems in numerical linear algebra (65F22) Least squares and related methods for stochastic control systems (93E24) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Linear equations (linear algebraic aspects) (15A06) Orthogonalization in numerical linear algebra (65F25)

Related Items (6)

BiLQ: An Iterative Method for Nonsymmetric Linear Systems with a Quasi-Minimum Error Property ⋮ On Iterative Solution of the Extended Normal Equations ⋮ Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization ⋮ Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization ⋮ Sharp 2-Norm Error Bounds for LSQR and the Conjugate Gradient Method ⋮ <scp>TriCG</scp> and <scp>TriMR</scp>: Two Iterative Methods for Symmetric Quasi-definite Systems

Uses Software

• LSQR
• SparseMatrix
• MINRES
• CRAIG

Cites Work

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• Erratum to: ``On computing quadrature-based bounds for the A-norm of the error in conjugate gradients
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• Iterative Solution of Symmetric Quasi-Definite Linear Systems
• The university of Florida sparse matrix collection
• Euclidean-Norm Error Bounds for SYMMLQ and CG
• LSLQ: An Iterative Method for Linear Least-Squares with an Error Minimization Property
• Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization
• Two Conjugate-Gradient-Type Methods for Unsymmetric Linear Equations
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Solution of Sparse Indefinite Systems of Linear Equations
• The QLP Approximation to the Singular Value Decomposition
• Symmetric Quasidefinite Matrices
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• On the Convergence of the Conjugate Gradient Method for Singular Linear Operator Equations
• Bidiagonalization of Matrices and Solution of Linear Equations
• Methods of conjugate gradients for solving linear systems
• The N‐Step Iteration Procedures

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