Convergence of a direct-iterative method for large-scale least-squares problems

DOI10.1016/0024-3795(85)90073-4zbMath0576.65026MaRDI QIDQ1064737

Michael Neumann, Robert J. Plemmons, Thomas L. Markham

Publication date: 1985

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(85)90073-4

zbMATH Keywords

parameter; asymptotic; successive overrelaxation; convergence factor; least-squares problems; 2-cyclic block SOR method; combined direct-iterative method; optimum SOR

Mathematics Subject Classification ID

65F20: Numerical solutions to overdetermined systems, pseudoinverses

65F10: Iterative numerical methods for linear systems

Related Items

Least-squares solution of overdetermined inconsistent linear systems using kaczmarz's relaxation, Preconditioned conjugate gradient method for rank deficient least-squares problems, Successive overrelaxation methods for solving the rank deficient linear least squares problem, Convergence domains of the SSOR method for a class of generalized consistently ordered matrices, Order-reducing conjugate gradients versus block AOR for constrained least-squares problems, Optimal successive overrelaxation iterative methods for \(p\)-cyclic matrices, An iterative substructuring algorithm for equilibrium equations, Generalization: One technique of computational and applied mathematical methodology, A note on two block-SOR methods for sparse least squares problems, Extrapolated Gauss-Seidel I and SOR methods for least-squares problems, Stepsize restrictions for stability in the numerical solution of ordinary and partial differential equations, A survey of the iterative methods for the solution of linear systems by extrapolation, relaxation and other techniques, On the equivalence of the k-step iterative Euler methods and successive overrelaxation (SOR) methods for k-cyclic matrices, An algorithmic approach for the analysis of extrapolated iterative schemes applied to least-squares problems, Numerical aspects of the generalized CG-method applied to least squares problems, Precise domains of convergence for the block SSOR method associated with p-cyclic matrices, A note on the SOR and CG methods for large least squares problems, A parallelizable SOR-like method: Systems with plus-shaped and linear spectra, The convergence of the two-block SAOR method for least-squares problems, Optimality relationships for p-cyclic SOR, A generalized successive overrelaxation method for least squares problems, Block SOR methods for rank-deficient least-squares problems, A Young-Eidson's type algorithm for complex \(p\)-cyclic SOR spectra, Optimal \(p\)-cyclic SOR for complex spectra, Accuracy of preconditioned CG-type methods for least squares problems., Block Gauss elimination followed by a classical iterative method for the solution of linear systems., Conference celebrating the 60th birthday of Robert J. Plemmons. Papers from the conference, Winston-Salem, NC, USA, January 1999, Dedication to Robert J. Plemmons, Successive overrelaxation (SOR) and related methods, Superior convergence domains for a \(p\)-cyclic SSOR majorizer, Exact SOR convergence regions for a general class of \(p\)-cyclic matrices, Minimization of \(\ell_2\)-norms of the SOR and MSOR operators, The theoretical aspects of the generalized conjugate gradient method pplied to least squares problems, Sor method andp-cyclic matrices (I), A Parallel Block Iterative Scheme Applied to Computations in Structural Analysis, Tensor Equivalents for Solution of Linear Systems: A Parallel Algorithm, Sor and related methods forp-cyclic systems

Uses Software

Cites Work