Conjugate gradients for symmetric positive semidefinite least-squares problems

DOI10.1080/00207160.2017.1371701MaRDI QIDQ5028579zbMATH OpenOpenAlexFDO

Authors Z. Dostál, Lukáš Pospíšil

Publication date 10 February 2022

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2017.1371701

zbMATH Keywords

conjugate gradientssemidefinite least-squares

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

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Cites work

• Algorithm 937: MINRES-QLP for symmetric and Hermitian linear equations and least-squares problems
• Conjugate gradient type methods for unsymmetric and inconsistent systems of linear equations
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• scientific article; zbMATH DE number 1740439 (Why is no real title available?)
• scientific article; zbMATH DE number 852536 (Why is no real title available?)
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• Implementations of range restricted iterative methods for linear discrete ill-posed problems
• Iterative Solution Methods
• Linear regression models, least-squares problems, normal equations, and stopping criteria for the conjugate gradient method
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Methods of conjugate gradients for solving linear systems
• Minimizing quadratic functions subject to bound constraints with the rate of convergence and finite termination
• MINRES-QLP: a Krylov subspace method for indefinite or singular symmetric systems
• On Optimal Short Recurrences for Generating Orthogonal Krylov Subspace Bases
• Optimal quadratic programming algorithms. With applications to variational inequalities
• Preconditioned conjugate gradients for solving singular systems
• Solution of Sparse Indefinite Systems of Linear Equations
• Using Krylov subspace and spectral methods for solving complementarity problems in many-body contact dynamics simulation

Cited in

(3)

• Conservative descent for semi-orthogonal decompositions
• Block conjugate gradient algorithms for least squares problems
• The least squares solution of inconsistent discretized elliptic problems using the FETI method.

Describes a project that uses

Uses Software

• LSQR
• MINRES
• MINRES-QLP
• CRAIG

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