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

DOI10.1016/J.CPC.2012.05.023zbMATH Open1305.65021OpenAlexW2068957749MaRDI QIDQ483796FDOQ483796

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

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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)

Cites Work

• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• The University of Florida sparse matrix collection
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• Methods of conjugate gradients for solving linear systems
• Estimates in quadratic formulas
• Residual periodograms for choosing regularization parameters for ill-posed problems
• On the Compatibility of a Given Solution With the Data of a Linear System
• Matrices, moments and quadrature. II: How to compute the norm of the error iterative methods
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• The computation of bounds for the norm of the error in the conjugate gradient algorithm
• A stopping criterion for the conjugate gradient algorithm in a finite element method framework
• On error estimation in the conjugate gradient method and why it works in finite precision computations
• Numerical experiments in computing bounds for the norm of the error in the preconditioned conjugate gradient algorithm
• Error estimation in preconditioned conjugate gradients
• Stopping criteria for iterative methods: applications to PDE's
• Error norm estimation and stopping criteria in preconditioned conjugate gradient iterations
• Estimating the Backward Error in LSQR
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• An iterative method with error estimators
• Computable error bounds and estimates for the conjugate gradient method
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• Stability of Conjugate Gradient and Lanczos Methods for Linear Least Squares Problems
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• The role of the inner product in stopping criteria for conjugate gradient iterations

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

Uses Software

• LSQR
• SparseMatrix
• CRAIG

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