Projections and preconditioning for inconsistent least-squares problems

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Two iterative algorithms for the numerical solution of linear least-squares problems are described. They are based on extension of the classical projection method of \textit{S. Kaczmarz} [Bull. Int. Acad. Polon. Sci. A 1937, 355-357 (1937; Zbl 0017.31703)] and an approximate orthogonalization technique due to \textit{Z. Kovarik} [SIAM J. Numer. Anal. 7, 286-389 (1970; Zbl 0217.21501)]. It is shown that both new algorithms converge to any solution of an inconsistent and rank deficient least-squares problem, the convergence being much faster than for the classical Kaczmarz-like methods. Some numerical experiments on a first kind integral equation are described.




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