Linear regression models, least-squares problems, normal equations, and stopping criteria for the conjugate gradient method

DOI10.1016/J.CPC.2012.05.023MaRDI QIDQ483796zbMATH OpenOpenAlexFDO

Authors M. Arioli, Serge Gratton

Publication date 17 December 2014

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2012.05.023

zbMATH Keywords

sparse matriceslinear regressionconjugate gradientnumerical testleast squares problemsstopping criterianormal equation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10)

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Cites work

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• On error estimation in the conjugate gradient method and why it works in finite precision computations
• On the Compatibility of a Given Solution With the Data of a Linear System
• Residual periodograms for choosing regularization parameters for ill-posed problems
• Stability of Conjugate Gradient and Lanczos Methods for Linear Least Squares Problems
• Stopping criteria for iterative methods: applications to PDE's
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Cited in

(2)

• Conjugate gradients for symmetric positive semidefinite least-squares problems
• Estimating error norms in CG-like algorithms for least-squares and least-norm problems

Describes a project that uses

Uses Software

• CRAIG
• SparseMatrix
• LSQR

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