LSMB: minimizing the backward error for least-squares problems

DOI10.1137/17M1157106MaRDI QIDQ4584922zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 5 September 2018

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

Full work available at URL https://doi.org/10.1137/17m1157106

zbMATH Keywords

backward errorbackward perturbation analysisconjugate-gradient methodGolub-Kahan processiterative methodKrylov subspace methodleast-squares problemLSMRLSQRminimum-residual methodsparse matrixstopping criteria

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Computational methods for sparse matrices (65F50)

Recommendations

• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• Estimating the Backward Error in LSQR
• LSLQ: an iterative method for linear least-squares with an error minimization property
• Stopping Criteria for the Iterative Solution of Linear Least Squares Problems
• GMBACK: A Generalised Minimum Backward Error Algorithm for Nonsymmetric Linear Systems

Cites work

• Analysis of a Minimum Perturbation Algorithm for Nonsymmetric Linear Systems
• Backward Perturbation Bounds for Linear Least Squares Problems
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Estimating the Backward Error in LSQR
• Estimation of optimal backward perturbation bounds for the linear least squares problem
• GMBACK: A Generalised Minimum Backward Error Algorithm for Nonsymmetric Linear Systems
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• scientific article; zbMATH DE number 3633692 (Why is no real title available?)
• scientific article; zbMATH DE number 852536 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• LSLQ: an iterative method for linear least-squares with an error minimization property
• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Methods of conjugate gradients for solving linear systems
• On the accuracy of the Karlson-Waldén estimate of the backward error for linear least squares problems
• On the Compatibility of a Given Solution With the Data of a Linear System
• Optimal backward perturbation bounds for the linear least squares problem
• Simple backward error bounds for linear least-squares problems
• Solution of Sparse Indefinite Systems of Linear Equations
• The University of Florida sparse matrix collection

Cited in

(3)

• Stopping Criteria for the Iterative Solution of Linear Least Squares Problems
• scientific article; zbMATH DE number 2094781 (Why is no real title available?)
• Sharp 2-norm error bounds for LSQR and the conjugate gradient method

Describes a project that uses

Uses Software

• LSQR
• GMBACK
• SparseMatrix
• LSMR
• MINRES
• CRAIG

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