Inner-Iteration Krylov Subspace Methods for Least Squares Problems

DOI10.1137/110828472zbMath1269.65039OpenAlexW2054967989MaRDI QIDQ5300543

Ken Hayami, Keiichi Morikuni

Publication date: 27 June 2013

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d44cf452b892aaa3dff303679df70d4a3b51a09c

zbMATH Keywords

numerical experimentsiterative methodconjugate gradient methodsuccessive overrelaxationpreconditionerKrylov subspace methodGMRES methodleast squares problemsgeneralized minimal residual methodinner-outer iterationKaczmarz's methodSOR methodCimmino's methodCG method

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08)

Related Items (17)

A stabilized GMRES method for singular and severely ill-conditioned systems of linear equations ⋮ On the equivalence between SOR-type methods for linear systems and the discrete gradient methods for gradient systems ⋮ Hierarchical orthogonal factorization: sparse least squares problems ⋮ Jacobian-free implicit inner-iteration preconditioner for nonlinear least squares problems ⋮ Noise representation in residuals of LSQR, LSMR, and CRAIG regularization ⋮ On Using Cholesky-Based Factorizations and Regularization for Solving Rank-Deficient Sparse Linear Least-Squares Problems ⋮ On the Meany inequality with applications to convergence analysis of several row-action iteration methods ⋮ Kaczmarz-Type Inner-Iteration Preconditioned Flexible GMRES Methods for Consistent Linear Systems ⋮ Two-stage iterations based on composite splittings for rectangular linear systems ⋮ Projection Method for Eigenvalue Problems of Linear Nonsquare Matrix Pencils ⋮ Modulus-Type Inner Outer Iteration Methods for Nonnegative Constrained Least Squares Problems ⋮ Preconditioning of Linear Least Squares by Robust Incomplete Factorization for Implicitly Held Normal Equations ⋮ Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning ⋮ Kaczmarz-Type Inner-Iteration Preconditioned Flexible GMRES Methods for Consistent Linear Systems ⋮ Convergence of Inner-Iteration GMRES Methods for Rank-Deficient Least Squares Problems ⋮ The inexact fixed matrix iteration for solving large linear inequalities in a least squares sense ⋮ Approximate Generalized Inverses with Iterative Refinement for $\epsilon$-Accurate Preconditioning of Singular Systems

Uses Software

• FGMRES
• SparseMatrix

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