LSMB: minimizing the backward error for least-squares problems

DOI10.1137/17M1157106MaRDI QIDQ4584922zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 5 September 2018

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

Full work available at URL https://doi.org/10.1137/17m1157106

zbMATH Keywords

sparse matrixiterative methodKrylov subspace methodLSQRbackward errorstopping criterialeast-squares problemconjugate-gradient methodLSMRGolub-Kahan processbackward perturbation analysisminimum-residual method

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Linear equations (linear algebraic aspects) (15A06) Iterative numerical methods for linear systems (65F10)

Recommendations

• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• Estimating the Backward Error in LSQR
• LSLQ: an iterative method for linear least-squares with an error minimization property
• Stopping Criteria for the Iterative Solution of Linear Least Squares Problems
• GMBACK: A Generalised Minimum Backward Error Algorithm for Nonsymmetric Linear Systems

Cites work

• scientific article; zbMATH DE number 3633692 (Why is no real title available?)
• scientific article; zbMATH DE number 852536 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Analysis of a Minimum Perturbation Algorithm for Nonsymmetric Linear Systems
• Backward Perturbation Bounds for Linear Least Squares Problems
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Estimating the Backward Error in LSQR
• Estimation of optimal backward perturbation bounds for the linear least squares problem
• GMBACK: A Generalised Minimum Backward Error Algorithm for Nonsymmetric Linear Systems
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• LSLQ: an iterative method for linear least-squares with an error minimization property
• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Methods of conjugate gradients for solving linear systems
• On the Compatibility of a Given Solution With the Data of a Linear System
• On the accuracy of the Karlson-Waldén estimate of the backward error for linear least squares problems
• Optimal backward perturbation bounds for the linear least squares problem
• Simple backward error bounds for linear least-squares problems
• Solution of Sparse Indefinite Systems of Linear Equations
• The University of Florida sparse matrix collection

Cited in

(3)

• Sharp 2-norm error bounds for LSQR and the conjugate gradient method
• scientific article; zbMATH DE number 2094781 (Why is no real title available?)
• Stopping Criteria for the Iterative Solution of Linear Least Squares Problems

Describes a project that uses

Uses Software

• CRAIG
• MINRES
• LSMR
• SparseMatrix
• GMBACK
• LSQR

This page was built for publication: LSMB: minimizing the backward error for least-squares problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4584922)