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)

Full work available at URL https://doi.org/10.1137/19M1284853

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)

Recommendations

• On the restrictively preconditioned conjugate gradient method for solving saddle point problems
• Preconditioned Conjugate Gradient Method and Generalized Successive Overrelaxation Method for the Least Squares Problems
• Updating preconditioners for modified least squares problems
• Restrictively preconditioned conjugate gradient methods for systems of linear equations
• The restrictively preconditioned conjugate gradient methods on normal residual for block two-by-two linear systems

Cites work

• 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
• scientific article; zbMATH DE number 1953446 (Why is no real title available?)
• scientific article; zbMATH DE number 852536 (Why is no real title available?)
• 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

(2)

• A preconditioned iteration method for solving saddle point problems
• Order-reducing conjugate gradients versus block AOR for constrained least-squares problems

Describes a project that uses

Uses Software

• LSQR
• CRAIG
• SparseMatrix

This page was built for publication: Restrictively preconditioned conjugate gradient method for a series of constantly augmented least squares problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5853709)