GMRES Methods for Least Squares Problems

DOI10.1137/070696313zbMath1215.65071MaRDI QIDQ3079752

Jun-Feng Yin, Ken Hayami, Tokushi Ito

Publication date: 2 March 2011

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c6ed8bea939689dc81dc5548a923d0796405c2c4

zbMATH Keywords

iterative method; Krylov subspace method; least squares problems; generalized minimal residual (GMRES) method; conjugate gradient least squares method; overdetermined; robust incomplete factorization; undetermined; least squares QR method

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65F20: Numerical solutions to overdetermined systems, pseudoinverses

65F10: Iterative numerical methods for linear systems

Related Items

Convergence of Inner-Iteration GMRES Methods for Rank-Deficient Least Squares Problems, Solving linearly constrained matrix least squares problem by LSQR, A new error in variables model for solving positive definite linear system using orthogonal matrix decompositions, Jacobian-free implicit inner-iteration preconditioner for nonlinear least squares problems, An augmented LSQR method, Greville's method for preconditioning least squares problems, A variable preconditioned GCR\((m)\) method using the GSOR method for singular and rectangular linear systems, On the Meany inequality with applications to convergence analysis of several row-action iteration methods, Modulus-Type Inner Outer Iteration Methods for Nonnegative Constrained Least Squares Problems

Uses Software

• SparseMatrix