Solving Generalized Least-Squares Problems with LSQR

DOI10.1137/S0895479897321830MaRDI QIDQ4702257zbMATH OpenOpenAlexFDO

Authors Steven J. Benbow

Publication date 24 November 1999

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

Full work available at URL https://doi.org/10.1137/s0895479897321830

zbMATH Keywords

algorithmcomparison of methodsgeneralized least-squares problemlinear least squares problemLSQRMINRESnumerical experimentspreconditioned Krylov methodSchur complementsparse matrix

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Computational methods for sparse matrices (65F50)

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Cited in

(23)

• Weighted Golub-Kahan-Lanczos bidiagonalization algorithms
• Reorthogonalization for the Golub-Kahan-Lanczos bidiagonal reduction
• A predictor-corrector iterative method for solving linear least squares problems and perturbation error analysis
• Kryging: geostatistical analysis of large-scale datasets using Krylov subspace methods
• Weighted tensor Golub-Kahan-Tikhonov-type methods applied to image processing using a t-product
• Implicitly restarting the LSQR algorithm
• Matrix iterative algorithms for least-squares problem in quaternionic quantum theory
• LSLQ: an iterative method for linear least-squares with an error minimization property
• A Generalized Problem of Least Squares
• Wavelet-in-time multigrid-in-space preconditioning of parabolic evolution equations
• A generalized LSQR algorithm
• scientific article; zbMATH DE number 3927574 (Why is no real title available?)
• An augmented LSQR method
• scientific article; zbMATH DE number 1539254 (Why is no real title available?)
• Efficient generalized Golub-Kahan based methods for dynamic inverse problems
• Space-time discretization of the heat equation
• scientific article; zbMATH DE number 7339296 (Why is no real title available?)
• On iterative solution of the extended normal equations
• A multigrid method for kernel functions acting on interacting structures with applications to biofluids
• Developing LSQR method for Sylvester quaternion tensor equations
• Sparse linear least-squares problems
• Characterizing GSVD by singular value expansion of linear operators and its computation
• Approximation of the scattering amplitude and linear systems

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