Convergence of a direct-iterative method for large-scale least-squares problems
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Es gibt lineare Ausgleichsprobleme (1) \(Ax=b\) (z.B. in der Geodäsie), bei denen sich die \(m\times n\)-Matrix A so in Blöcke \(A^ T=(A1,A2)^ T\) zerlegen läßt, daß die \(n\times n\)-Matrix A1 nichtsingulär ist und für A1 relative leicht eine Faktorisierung angegeben werden kann. Die eindeutige Lösung des Ausgleichsproblems ist ein Teil der Lösung eines linearen Gleichungssystems (2) \(Cy=d\) mit regulärer \((m+n)\times (m+n)\)-Matrix C. In der vorliegenden Arbeit wird das Block- SOR-Verfahren auf (2) angewandt. Die Blockeinteilung von C wird so gewählt, daß eine schwach zweizyklische Jacobimatrix J entsteht [vgl. \textit{R. S. Varga}, Matrix iterative analysis (1963; Zbl 0133.086)]; das Verfahren erfordert dann in jedem Schritt die Lösung eines linearen Systems mit der Matrix A1. Benutzt man nun, daß \(J^ 2\) nur nichtpositive Eigenwerte besitzt, so läßt sich der optimale (Unter- )Relaxationsparameter und das Konvergenzintervall für den Parameter angeben.
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