Estimating error norms in CG-like algorithms for least-squares and least-norm problems

DOI10.1007/S11075-023-01691-XMaRDI QIDQ6590591zbMATH OpenFDO

Authors Jan Papež, Petr Tichý

Publication date 21 August 2024

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11075-023-01691-X

zbMATH Keywords

conjugate gradientserror norm estimationleast-norm problemsleast-squares problems

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Numerical analysis (65-XX) Iterative numerical methods for linear systems (65F10)

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Cites work

• Accurate error estimation in CG
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• BiCGstab(l) and other hybrid Bi-CG methods
• Bidiagonalization of Matrices and Solution of Linear Equations
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• Estimates in quadratic formulas
• Estimates of the \(l_2\) norm of the error in the conjugate gradient algorithm
• Estimating the Backward Error in LSQR
• Euclidean-norm error bounds for SYMMLQ and CG
• Generalized Golub-Kahan bidiagonalization and stopping criteria
• Iterated preconditioned LSQR method for inverse problems on unstructured grids
• Krylov subspace methods. Principles and analysis.
• Linear regression models, least-squares problems, normal equations, and stopping criteria for the conjugate gradient method
• LNLQ: an iterative method for least-norm problems with an error minimization property
• LSLQ: an iterative method for linear least-squares with an error minimization property
• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
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• On computing quadrature-based bounds for the A-norm of the error in conjugate gradients
• On error estimation in the conjugate gradient method and why it works in finite precision computations
• Preconditioned conjugate gradients for solving singular systems
• Preconditioned iterative methods for solving linear least squares problems
• Sharp 2-norm error bounds for LSQR and the conjugate gradient method
• Solution of sparse rectangular systems using LSQR and Craig
• Stability of Conjugate Gradient and Lanczos Methods for Linear Least Squares Problems
• Stopping Criteria for the Iterative Solution of Linear Least Squares Problems
• The N‐Step Iteration Procedures
• The Lanczos and Conjugate Gradient Algorithms
• The University of Florida sparse matrix collection

Cited in

(1)

• Block conjugate gradient methods with error norm estimates for least squares problems

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