Computing projections with LSQR
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LSQR uses the Golub-Kahan bidiagonalization process to solve sparse least squares problems with and without regularization. In some cases, projections of the right-hand side vector are needed, rather than the least squares solution itself. It is shown that projections as well as the least squares solutions may be obtained from the bidiagonalization as linear combinations of the theoretically orthogonal vectors.
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Cites work
- Bidiagonalization of Matrices and Solution of Linear Equations
- Calculating the Singular Values and Pseudo-Inverse of a Matrix
- Estimating the Attainable Accuracy of Recursively Computed Residual Methods
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- scientific article; zbMATH DE number 3181418 (Why is no real title available?)
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Methods of conjugate gradients for solving linear systems
- Solution of sparse rectangular systems using LSQR and Craig
- Stability of Conjugate Gradient and Lanczos Methods for Linear Least Squares Problems
- The N‐Step Iteration Procedures
Cited in
(6)- Analysis of approximate inverses in tomography. II: Iterative inverses
- Noise representation in residuals of LSQR, LSMR, and CRAIG regularization
- The regularizing effect of the Golub-Kahan iterative bidiagonalization and revealing the noise level in the data
- Two projection methods for regularized total least squares approximation
- SPMR: A family of saddle-point minimum residual solvers
- Extension of GKB-FP algorithm to large-scale general-form Tikhonov regularization.
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