MIQR: A Multilevel Incomplete QR Preconditioner for Large Sparse Least‐Squares Problems

DOI10.1137/050633032MaRDI QIDQ3435010zbMATH OpenOpenAlexFDO

Authors Na Li, Y. Saad

Publication date 3 May 2007

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

Full work available at URL https://doi.org/10.1137/050633032

zbMATH Keywords

numerical examplespreconditioningalgorithmnormal equationsiterative methodsCGLSorthogonal factorizationQR factorizationlarge least-squares problemsmultilevel incomplete QR factorization

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Orthogonalization in numerical linear algebra (65F25)

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Cited in

(16)

• Preconditioning of linear least squares by robust incomplete factorization for implicitly held normal equations
• On Using Cholesky-Based Factorizations and Regularization for Solving Rank-Deficient Sparse Linear Least-Squares Problems
• Optimal direct determination of sparse Jacobian matrices
• A Computational Study of Using Black-box QR Solvers for Large-scale Sparse-dense Linear Least Squares Problems
• A modified SSOR-like preconditioner for non-Hermitian positive definite matrices
• Solving large linear least squares problems with linear equality constraints
• Fourier analysis of frequency filtering decomposition preconditioners
• MIQR
• A variable preconditioned GCR\((m)\) method using the GSOR method for singular and rectangular linear systems
• A Robust Algebraic Domain Decomposition Preconditioner for Sparse Normal Equations
• A novel partitioning method for accelerating the block Cimmino algorithm
• Preconditioning linear least-squares problems by identifying a basis matrix
• Preconditioners for rank deficient least squares problems
• Hierarchical orthogonal factorization: sparse least squares problems
• Approximate Generalized Inverses with Iterative Refinement for $\epsilon$-Accurate Preconditioning of Singular Systems
• Preconditioners for Krylov subspace methods: An overview

Describes a project that uses

Uses Software

• pARMS

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