A stationary iterative pseudoinverse algorithm

DOI10.1007/BF02512367MaRDI QIDQ1267019zbMATH OpenOpenAlexFDO

Authors T. Elfving

Publication date 18 February 1999

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02512367

zbMATH Keywords

algorithmlinear least squares problemminimum norm solutionpseudoinverse solutionstationary iterative methods

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Computational methods for sparse matrices (65F50)

Review text

If the matrix of a linear least squares problem is rank-deficient, then many methods for solving this problem fail to produce the unique solution. In this paper an iterative scheme is described that overcomes this difficulty for the case of stationary methods. The algorithm combines two stationary methods: the first one produces any least squares solution, the second one produces the minimum norm solution of a consistent system.

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Cited in

(9)

• Supplementary projections for the acceleration of Kaczmarz algorithm
• A projection method for semidefinite linear systems and its applications
• Iterative refinement of linear least squares solutions
• A hybrid Kaczmarz-conjugate gradient algorithm for image reconstruction
• A general extending and constraining procedure for linear iterative methods
• scientific article; zbMATH DE number 48867 (Why is no real title available?)
• Approximate Generalized Inverses with Iterative Refinement for \epsilon-Accurate Preconditioning of Singular Systems
• The augmented block Cimmino distributed method
• On an iterative method for solving the least squares problem of rank-deficient systems

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