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

DOI10.1016/j.cpc.2012.05.023zbMath1305.65021OpenAlexW2068957749MaRDI QIDQ483796

Serge Gratton, Mario Arioli

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

stopping criteriasparse matricesleast squares problemslinear regressionconjugate gradientnumerical testnormal equation

Mathematics Subject Classification ID

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

Related Items

Conjugate gradients for symmetric positive semidefinite least-squares problems

Uses Software

• LSQR
• SparseMatrix
• CRAIG

Cites Work

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• The role of the inner product in stopping criteria for conjugate gradient iterations

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