Alternating direction implicit iterative method for solving indefinite least squares problem

DOI10.1016/J.AML.2025.109677MaRDI QIDQ6898052zbMATH OpenFDO

Authors Lingsheng Meng, Peizhe Li, Kailiang Xin

Publication date 18 November 2025

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AML.2025.109677

zbMATH Keywords

sparse linear systemsimplicit iterative methodalternating directionindefinite least squares problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical linear algebra (65F99)

Cites work

• A Stable and Efficient Algorithm for the Indefinite Linear Least-Squares Problem
• A block upper triangular splitting method for solving block three-by-three linear systems arising from the large indefinite least squares problem
• A two-step matrix splitting iteration paradigm based on one single splitting for solving systems of linear equations.
• Algorithms for indefinite linear least squares problems
• An Analysis of the Total Least Squares Problem
• Backward error and condition number analysis for the indefinite linear least squares problem
• Block SOR methods for the solution of indefinite least squares problems
• Incomplete hyperbolic Gram-Schmidt-based preconditioners for the solution of large indefinite least squares problems
• Matrix Analysis
• On the partial condition numbers for the indefinite least squares problem
• Preconditioned conjugate gradient methods for the solution of indefinite least squares problems
• Solving the Indefinite Least Squares Problem by Hyperbolic QR Factorization
• Splitting-based randomized iterative methods for solving indefinite least squares problem
• USSOR method for solving the indefinite least squares problem

Cited in

(3)

• A two-level Nyström-Schur preconditioner for indefinite least squares problem
• A new ADI framework for oil option pricing with cubic B-spline and Gauss-Hermite integration
• A parameterized block-splitting preconditioner for indefinite least squares problem

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