Preconditioned GAOR methods for solving weighted linear least squares problems

DOI10.1016/J.CAM.2008.04.034MaRDI QIDQ2519716zbMATH OpenOpenAlexFDO

Authors Xiaoxia Zhou, Yongzhong Song, Li Wang, Qingsheng Liu

Publication date 27 January 2009

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2008.04.034

zbMATH Keywords

accelerated overrelaxationcomparisonconvergenceGauss-Seidel methodJacobi methodlinear systemnumerical examplepreconditioningsuccessive overrelaxationweighted linear least squares problem

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

The paper is interesting and well written. In order to solve the weighted linear least squares problem, one has to solve a linear system \(Hy=f\). To solve the linear system, there are the three iterative methods: Jacobi, Gauss-Seidel and SOR (successive overrelaxation), then AOR (accelerated overrelaxation) method and finally GAOR (generalized AOR) method. In order to decrease the spectral radius of the iteration matrix, and to increase the convergence rate, the authors propose to precondition the linear system, namely to take \(H^{\sim}y=f^{\sim}\); hence they introduce the preconditioned GAOR method. Two kinds of preconditioning are proposed, each one containing three preconditioners. The convergence rates of the proposed six preconditioned GAOR methods are better than the rate of the original GAOR method, whenever this is convergent. A numerical example confirms the theoretical results.

Recommendations

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• A class of preconditioned GAOR methods for solving weighted linear least-squares problem
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Cited in

(16)

• Some new preconditioned generalized AOR methods for solving weighted linear least squares problems
• Comparison results on preconditioned GAOR methods for weighted linear least squares problems
• Modified preconditioned GAOR methods for systems of linear equations
• Preconditioned iterative methods for solving weighted linear least squares problems
• Two new preconditioned GAOR methods for weighted linear least squares problems
• Preconditioned generalized mixed-type splitting iterative method for solving weighted least-squares problems
• Preconditioned modified AOR method for systems of linear equations
• Convergence of the GAOR method for one subclass of \(H\)-matrix
• Comparison results on the preconditioned GAOR method for generalized least squares problems
• scientific article; zbMATH DE number 7594712 (Why is no real title available?)
• A class of preconditioned GAOR methods for solving weighted linear least-squares problem
• An acceleration of preconditioned generalized accelerated over relaxation methods for systems of linear equations
• On preconditioned GAOR methods for weighted linear least squares problems
• Some new preconditioned generalized AOR methods for generalized least-squares problems
• New preconditioned GAOR methods for block linear system arising from weighted linear least squares problems
• The preconditioned GAOR methods for generalized least squares problems

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