A Matrix-Free Preconditioner for Sparse Symmetric Positive Definite Systems and Least-Squares Problems

DOI10.1137/110840819zbMath1264.65036OpenAlexW2132825499MaRDI QIDQ4917131

Benedetta Morini, Jacek Gondzio, Stefania Bellavia

Publication date: 29 April 2013

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://www.pure.ed.ac.uk/ws/files/10364623/A_Matrix_free_preconditioner_for_sparse_symmetric_positive_definite_systems_and_least_squares_problems.pdf

zbMATH Keywords

numerical resultsCholesky factorizationdeflationpreconditionersinterior point methodsmatrix-freelinear least-squares problemsmemory constraintssparse symmetric positive definite systems and least-squares problems

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Interior-point methods (90C51) Preconditioners for iterative methods (65F08)

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Uses Software

• SparseMatrix
• Sparslab
• LSMR