Solving Generalized Least-Squares Problems with LSQR

DOI10.1137/S0895479897321830zbMath0945.65041OpenAlexW2076605481MaRDI QIDQ4702257

Steven J. Benbow

Publication date: 24 November 1999

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

Full work available at URL: https://doi.org/10.1137/s0895479897321830

zbMATH Keywords

algorithmcomparison of methodsSchur complementnumerical experimentssparse matrixlinear least squares problemLSQRMINRESpreconditioned Krylov methodgeneralized least-squares problem

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10)

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