A generalized LSQR algorithm

DOI10.1002/NLA.611MaRDI QIDQ3588932zbMATH OpenOpenAlexFDO

Authors Qiang Ye, Lothar Reichel

Publication date 10 September 2010

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.611

zbMATH Keywords

numerical examplesiterative methodsystem of linear equationslinear discrete ill-posed problemleast-squares problemLSQR algorithm

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22) Iterative numerical methods for linear systems (65F10)

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Cites work

• scientific article; zbMATH DE number 1049353 (Why is no real title available?)
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Enriched Krylov subspace methods for ill-posed problems
• Iterative methods for ill-posed problems and semiconvergent sequences
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Rank-Deficient and Discrete Ill-Posed Problems
• Regularization tools: A Matlab package for analysis and solution of discrete ill-posed problems
• The Use of Auto-correlation for Pseudo-rank Determination in Noisy III-conditioned Linear Least-squares Problems
• The triangle method for finding the corner of the L-curve

Cited in

(9)

• Matrix iterative algorithms for least-squares problem in quaternionic quantum theory
• Some properties of LSQR for large sparse linear least squares problems
• scientific article; zbMATH DE number 7339296 (Why is no real title available?)
• A tridiagonalization method for symmetric saddle-point systems
• On tridiagonal matrices unitarily equivalent to normal matrices
• Estimating the Backward Error in LSQR
• Implicitly restarting the LSQR algorithm
• An augmented LSQR method
• BiLQ: an iterative method for nonsymmetric linear systems with a quasi-minimum error property

Describes a project that uses

Uses Software

• Regularization tools
• LSQR

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