Order-reducing conjugate gradients versus block AOR for constrained least-squares problems (Q808173)

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scientific article; zbMATH DE number 4209456
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    Order-reducing conjugate gradients versus block AOR for constrained least-squares problems
    scientific article; zbMATH DE number 4209456

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      Order-reducing conjugate gradients versus block AOR for constrained least-squares problems (English)
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      1991
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      The convergence properties of two iterative methods for solving equality- constrained least-squares problems are compared. The first one is a modified conjugate gradient algorithm. The second one is the block accelerated overrelaxation, a two-parameter generalization of block successive overrelaxation. It is proved that the first method converges faster than the second one. Numerical experiments support the analysis.
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      convergence
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      iterative methods
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      least-squares problems
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      conjugate gradient algorithm
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      block accelerated overrelaxation
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      successive overrelaxation
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      Numerical experiments
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