Numerical aspects of the generalized CG-method applied to least squares problems

DOI10.1007/BF02238742MaRDI QIDQ1114333zbMATH OpenOpenAlexFDO

Authors D. J. Evans, Chang-Jun Li

Publication date 1989

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02238742

zbMATH Keywords

generalized conjugate gradient methodlinear least squares problemsnumerical experimentssuccessive overrelaxation

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Review text

The authors consider the generalized conjugate gradient method of \textit{P. Concus} and \textit{G. M. Golub} [Lect. Notes Econ. Math. Syst. 134, 56-65 (1976; Zbl 0344.65020)] and its adjusted form (AGCG) in comparison to standard conjugate gradient method and the SOR method for linear least squares problems. The numerical experiments performed indicate that AGCG is superior, in terms of CPU time, to generalized and standard gradients and SOR on the problems tried.

Recommendations

• The theoretical aspects of the generalized conjugate gradient method pplied to least squares problems
• scientific article; zbMATH DE number 1209818
• Preconditioned conjugate gradient method for generalized least squares problems
• A note on the SOR and CG methods for large least squares problems
• Preconditioned Conjugate Gradient Method and Generalized Successive Overrelaxation Method for the Least Squares Problems

Cites work

• A Lanczos Method for a Class of Nonsymmetric Systems of Linear Equations
• A note on two block-SOR methods for sparse least squares problems
• Convergence of a direct-iterative method for large-scale least-squares problems
• scientific article; zbMATH DE number 3537155 (Why is no real title available?)
• The least squares problem and pseudo-inverses
• The theoretical aspects of the generalized conjugate gradient method pplied to least squares problems

Cited in

(17)

• A generalized conjugate gradient, least square method
• Solving large and sparse linear least-squares problems by conjugate gradient algorithms
• A note on the SOR and CG methods for large least squares problems
• Applying the JII, JII-SI, and CG methods to two classes of linear problems
• Experiments with search directions for a generalized CG method
• Accuracy of preconditioned CG-type methods for least squares problems.
• Generalized Clenshaw-Curtis quadrature rule with application to a collocation least-squares method
• A note to the gmres method
• The theoretical aspects of the generalized conjugate gradient method pplied to least squares problems
• scientific article; zbMATH DE number 1209818 (Why is no real title available?)
• scientific article; zbMATH DE number 1293810 (Why is no real title available?)
• Stability of Conjugate Gradient and Lanczos Methods for Linear Least Squares Problems
• Preconditioned Conjugate Gradient Method and Generalized Successive Overrelaxation Method for the Least Squares Problems
• D^1/2-Norms of the sor and related methods for a class of nonsymmetric matrices
• A note on preconditioned iterative methods for least squares problems
• Conjugate gradients for symmetric positive semidefinite least-squares problems
• Composite adaptive procedure for solving large sparse linear systems

This page was built for publication: Numerical aspects of the generalized CG-method applied to least squares problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1114333)