Estimating the Backward Error in LSQR

DOI10.1137/090770655MaRDI QIDQ3053135zbMATH OpenOpenAlexFDO

Authors Pavel Jiránek, David Titley-Peloquin

Publication date 4 November 2010

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/090770655

zbMATH Keywords

numerical examplesiterative methodsbackward errorstopping criterialinear least squaresbackward perturbation analysissparse matrix problems

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Roundoff error (65G50)

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Cited in

(10)

• Some properties of LSQR for large sparse linear least squares problems
• Estimating error norms in CG-like algorithms for least-squares and least-norm problems
• scientific article; zbMATH DE number 2094781 (Why is no real title available?)
• LSMB: minimizing the backward error for least-squares problems
• Stopping Criteria for the Iterative Solution of Linear Least Squares Problems
• Linear regression models, least-squares problems, normal equations, and stopping criteria for the conjugate gradient method
• Block conjugate gradient methods with error norm estimates for least squares problems
• Estimating the backward error for the least-squares problem with multiple right-hand sides
• Solving Sparse Linear Systems with Sparse Backward Error
• Simple backward error bounds for linear least-squares problems

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