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

DOI10.1137/19M1284853zbMATH Open1461.65034MaRDI QIDQ5853709FDOQ5853709

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)

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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)

Cites Work

• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• The University of Florida sparse matrix collection
• Methods of conjugate gradients for solving linear systems
• Multiple-rank modifications of a sparse Cholesky factorization
• Modifying a Sparse Cholesky Factorization
• Row Modifications of a Sparse Cholesky Factorization
• Restrictively preconditioned conjugate gradient methods for systems of linear equations
• Title not available (Why is that?)
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• A Preconditioning Technique for Indefinite Systems Resulting from Mixed Approximations of Elliptic Problems
• An Incomplete Factorization Technique for Positive Definite Linear Systems
• Preconditioning saddle-point systems with applications in optimization
• Combination Preconditioning and the Bramble–Pasciak$^{+}$ Preconditioner
• Updating preconditioners for modified least squares problems

Cited In (1)

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

Uses Software

• LSQR
• SparseMatrix
• CRAIG

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