A necessary and sufficient convergence condition of orthomin(k) methods for least squares problem with weight (Q808624)

The authors investigate a class of algorithms for solving a least squares problem with some weight. The presented CR-WLS(k) algorithm is a generalization of the Orthomin(k)-method of conjugate residual type for the linear least squares problem. This generalization is given by an incorporation of some mapping matrix (denoted by B) into the formulas of the Orthomin(k) method. Necessary and sufficient conditions for the convergence of the CR-WLS(k) algorithm are given and some choices of B are discussed so that the convergence conditions are fulfilled.