LSMB: Minimizing the Backward Error for Least-Squares Problems
DOI10.1137/17M1157106zbMath1416.65102OpenAlexW2885042145WikidataQ129359110 ScholiaQ129359110MaRDI QIDQ4584922
No author found.
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
stopping criteriaiterative methodsparse matrixKrylov subspace methodLSQRbackward errorleast-squares problemconjugate-gradient methodLSMRGolub-Kahan processbackward perturbation analysisminimum-residual method
Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Linear equations (linear algebraic aspects) (15A06)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Simple backward error bounds for linear least-squares problems
- Estimation of optimal backward perturbation bounds for the linear least squares problem
- The university of Florida sparse matrix collection
- Estimating the Backward Error in LSQR
- LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
- LSLQ: An Iterative Method for Linear Least-Squares with an Error Minimization Property
- Analysis of a Minimum Perturbation Algorithm for Nonsymmetric Linear Systems
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Solution of Sparse Indefinite Systems of Linear Equations
- Backward Perturbation Bounds for Linear Least Squares Problems
- GMBACK: A Generalised Minimum Backward Error Algorithm for Nonsymmetric Linear Systems
- Optimal backward perturbation bounds for the linear least squares problem
- On the Accuracy of the Karlson--Waldén Estimate of the Backward Error for Linear Least Squares Problems
- On the Compatibility of a Given Solution With the Data of a Linear System
- Calculating the Singular Values and Pseudo-Inverse of a Matrix
- Methods of conjugate gradients for solving linear systems