Restrictively preconditioned conjugate gradient method for a series of constantly augmented least squares problems

DOI10.1137/19M1284853MaRDI QIDQ5853709zbMATH OpenFDO

Authors Rui Li, Zeng-Qi Wang

Publication date 11 March 2021

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

zbMATH Keywords

conjugate gradient methodleast squares problemsaddle point linear systemupdated preconditioning

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10)

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Cites work

• scientific article; zbMATH DE number 1953446 (Why is no real title available?)
• scientific article; zbMATH DE number 852536 (Why is no real title available?)
• A Preconditioning Technique for Indefinite Systems Resulting from Mixed Approximations of Elliptic Problems
• An Incomplete Factorization Technique for Positive Definite Linear Systems
• Combination Preconditioning and the Bramble–Pasciak$^{+}$ Preconditioner
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Methods of conjugate gradients for solving linear systems
• Modifying a Sparse Cholesky Factorization
• Multiple-rank modifications of a sparse Cholesky factorization
• Preconditioning saddle-point systems with applications in optimization
• Restrictively preconditioned conjugate gradient methods for systems of linear equations
• Row Modifications of a Sparse Cholesky Factorization
• The University of Florida sparse matrix collection
• Updating preconditioners for modified least squares problems

Cited in

(1)

• Order-reducing conjugate gradients versus block AOR for constrained least-squares problems

Describes a project that uses

Uses Software

• LSQR
• SparseMatrix
• CRAIG

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