On accelerate overrelaxation methods for rank deficient linear systems

DOI10.1016/J.AMC.2005.04.026MaRDI QIDQ2489451zbMATH OpenOpenAlexFDO

Authors Bing Zheng, Ke Wang

Publication date 28 April 2006

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2005.04.026

zbMATH Keywords

accelerated overrelaxationAOR methodleast squares solution of minimal normnumerical examplesrank deficient linear systemsemiconvergencesubproper splitting

Mathematics Subject Classification ID

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

Review text

The authors discuss the solution of systems of linear equations \(Ax=b\) with a complex rank deficient matrix \(A\). A least squares solution of minimal norm is computed. In a first step the system is augmented to a block \(4 \times 4\) consistent system. Then a subproper accelerated overrelaxation (AOR) splitting of the augmented coefficient matrix is used [see also \textit{H. Tian}, Appl. Math. Comput.~140, No.~2--3, 485--499 (2003; Zbl 1029.65039)]. A new subproper AOR splitting is proposed and a necessary and sufficient condition for the semiconvergence of the subproper AOR iteration matrix is given. The method is illustrated by a numerical example.

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Cites work

• Accelerate overrelaxation methods for rank deficient linear systems
• Cones and Iterative Methods for Best Least Squares Solutions of Linear Systems
• Generalized inverses. Theory and applications.
• Inverses of Rank Invariant Powers of a Matrix
• Subproper splitting for rectangular matrices
• Successive overrelaxation methods for solving the rank deficient linear least squares problem

Cited in

(9)

• Accelerate overrelaxation methods for rank deficient linear systems
• Randomized methods for rank-deficient linear systems
• Symmetric block-SOR methods for rank-deficient least squares problems
• The optimal parameters of the PSD method for rank-deficient linear systems
• Study of 2-block AOR iterative method for rank deficient least squares problems
• Preconditioned simultaneous displacement (PSD) method for rank deficient linear systems
• Delayed over-relaxation in iterative schemes to solve rank deficient linear system of (matrix) equations
• Least square solutions for rank deficient linear system
• Successive overrelaxation methods for solving the rank deficient linear least squares problem

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