Block SOR methods for rank-deficient least-squares problems (Q1298664)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Block SOR methods for rank-deficient least-squares problems |
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Block SOR methods for rank-deficient least-squares problems (English)
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16 February 2000
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The paper is devoted to the problem of preconditioned block iterative methods for solving full rank least squares problems. A new system of normal equations for the rank-deficient least squares problem is derived. 2 block and 3 block successive overrelaxation (SOR) methods are proposed and their convergence and parameters are studied. The comparison between these methods is investigated and the obtained results show, that the 2-block method outperform the 3-block method for rank-deficient problems as full rank problems.
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overdetermined systems
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optimal parameter
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preconditioned block iterative methods
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least squares problems
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system of normal equations
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rank-deficient
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successive overrelaxation
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convergence
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