A generalized successive overrelaxation method for least squares problems

DOI10.1007/BF02512371MaRDI QIDQ1267026zbMATH OpenFDO

Authors Baojia Li, D. J. Evans, Chang-Jun Li

Publication date 18 February 1999

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02512371

zbMATH Keywords

generalized successive overrelaxationiterative methodslarge sparse least squares problemsminimum norm solutionparallel computationspreconditioner

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Computational methods for sparse matrices (65F50)

Review text

A new iterative method (called generalized successive overrelaxation) is given for solving large sparse least squares problems and computing the minimum norm solution to underdetermined consistent linear systems. The method is convergent if the matrix has full column rank. The method involves a matrix \(P\) as a preconditioner and a parameter \(\rho\) as an accelerator parameter. By suitable choosing of matrix \(P\) parallel computations are possible.

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Cites work

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Cited in

(41)

• New block triangular preconditioners for saddle point linear systems with highly singular \((1,1)\) blocks
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• scientific article; zbMATH DE number 5849972 (Why is no real title available?)
• A variant of the AOR method for augmented systems
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• scientific article; zbMATH DE number 4213324 (Why is no real title available?)
• scientific article; zbMATH DE number 3988613 (Why is no real title available?)
• scientific article; zbMATH DE number 40775 (Why is no real title available?)
• Modified iterative method for augmented system
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• Applications of stair matrices and their generalizations to iterative methods
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