Implicitly restarting the LSQR algorithm

MaRDI QIDQ2510849zbMATH OpenFDO

Authors Daniel J. Richmond, James Baglama

Publication date 4 August 2014

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL http://www.emis.de/journals/ETNA/volumes/2011-2020/vol42/abstract_vol42_pp85-105.html

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zbMATH Keywords

convergenceGolub-Kahan bidiagonalizationharmonic Ritz valuesimplicit restartingiterative methodKrylov subspacelarge-scale computationleast squares restarted algorithmnumerical examples

Mathematics Subject Classification ID

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

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• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• Solving Generalized Least-Squares Problems with LSQR

Cited in

(3)

• Hybrid iterative refined restarted Lanczos bidiagonalization methods
• An augmented LSQR method
• Sparse linear least-squares problems

Describes a project that uses

Uses Software

• SparseMatrix
• Harwell-Boeing sparse matrix collection
• LSMR

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