A necessary and sufficient convergence condition of orthomin(k) methods for least squares problem with weight
The authors investigate a class of algorithms for solving a least squares problem with some weight. The presented CR-WLS(k) algorithm is a generalization of the Orthomin(k)-method of conjugate residual type for the linear least squares problem. This generalization is given by an incorporation of some mapping matrix (denoted by B) into the formulas of the Orthomin(k) method. Necessary and sufficient conditions for the convergence of the CR-WLS(k) algorithm are given and some choices of B are discussed so that the convergence conditions are fulfilled.
- scientific article; zbMATH DE number 40775
- Necessary and sufficient conditions for the convergence of \(\text{Orthomin}(k)\) on singular and inconsistent linear systems
- Convergence and Stability of Iteratively Re-weighted Least Squares Algorithms
- On the solution of constrained and weighted linear least squares problems
- scientific article; zbMATH DE number 4080098
- On the weighting method for least squares problems with linear equality constraints
- On the convergence of USSOR iterative methods for solving least squares problems
- scientific article; zbMATH DE number 123369
- On the Method of Weighting for Equality-Constrained Least-Squares Problems
- An Iterative Solution Method for Linear Systems of Which the Coefficient Matrix is a Symmetric M-Matrix
- scientific article; zbMATH DE number 3537155 (Why is no real title available?)
- scientific article; zbMATH DE number 3373921 (Why is no real title available?)
- Methods of conjugate gradients for solving linear systems
- Variational Iterative Methods for Nonsymmetric Systems of Linear Equations
This page was built for publication: A necessary and sufficient convergence condition of orthomin(k) methods for least squares problem with weight
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q808624)