Inner-Iteration Krylov Subspace Methods for Least Squares Problems

DOI10.1137/110828472MaRDI QIDQ5300543zbMATH OpenOpenAlexFDO

Authors Keiichi Morikuni, Ken Hayami

Publication date 27 June 2013

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

Full work available at URL https://semanticscholar.org/paper/d44cf452b892aaa3dff303679df70d4a3b51a09c

zbMATH Keywords

CG methodCimmino's methodconjugate gradient methodgeneralized minimal residual methodGMRES methodinner-outer iterationiterative methodKaczmarz's methodKrylov subspace methodleast squares problemsnumerical experimentspreconditionerSOR methodsuccessive overrelaxation

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Computational methods for sparse matrices (65F50)

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Cited in

(25)

• On the equivalence between SOR-type methods for linear systems and the discrete gradient methods for gradient systems
• A preconditioned Krylov subspace method for the solution of least squares problems in inverse scattering
• On the Meany inequality with applications to convergence analysis of several row-action iteration methods
• Two-stage iterations based on composite splittings for rectangular linear systems
• A stabilized GMRES method for singular and severely ill-conditioned systems of linear equations
• Hierarchical orthogonal factorization: sparse least squares problems
• Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning
• The inexact fixed matrix iteration for solving large linear inequalities in a least squares sense
• Noise representation in residuals of LSQR, LSMR, and CRAIG regularization
• Iterative processes in the Krylov-Sonneveld subspaces
• Modulus-type inner outer iteration methods for nonnegative constrained least squares problems
• Preconditioning of linear least squares by robust incomplete factorization for implicitly held normal equations
• Jacobian-free implicit inner-iteration preconditioner for nonlinear least squares problems
• Projection method for eigenvalue problems of linear nonsquare matrix pencils
• Optimal algorithms in a Krylov subspace for solving linear inverse problems by MFS
• Kaczmarz-type inner-iteration preconditioned flexible GMRES methods for consistent linear systems
• Approximate Generalized Inverses with Iterative Refinement for \epsilon-Accurate Preconditioning of Singular Systems
• Kaczmarz-type inner-iteration preconditioned flexible GMRES methods for consistent linear systems
• Convergence of inner-iteration GMRES methods for rank-deficient least squares problems
• On Using Cholesky-Based Factorizations and Regularization for Solving Rank-Deficient Sparse Linear Least-Squares Problems
• scientific article; zbMATH DE number 5240913 (Why is no real title available?)
• Efficient solution of parameter identification problems with H¹ regularization
• A new second-order dynamical method for solving linear inverse problems in Hilbert spaces
• RSMAR: an iterative method for range-symmetric linear systems
• Obtaining pseudoinverse solutions with MINRES

Describes a project that uses

Uses Software

• SparseMatrix
• FGMRES

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