Solving large and sparse linear least-squares problems by conjugate gradient algorithms

DOI10.1016/0898-1221(88)90170-8MaRDI QIDQ1102707zbMATH OpenOpenAlexFDO

Authors B. George

Publication date 1988

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(88)90170-8

zbMATH Keywords

conjugate gradient algorithmdecomposition techniqueLarge and sparse least squares problemsNumerical examples

Mathematics Subject Classification ID

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

Review text

Large and sparse least squares problems are transformed into equivalent problems which have a symmetric and positivedefinite matrix by a certain decomposition technique. The conjugate gradient algorithm (CG) is applied in the solution of the later problem. Numerical examples are performed with well-known test problems. The results illustrate that the CG algorithms applied to the modified problems is very efficient for some classes of problems.

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Cited in

(17)

• A survey of the advances in the exploitation of the sparsity in the solution of large problems
• Solving large and sparse linear least-squares problems by conjugate gradient algorithms
• A note on the SOR and CG methods for large least squares problems
• Comparison of two pivotal strategies in sparse plane rotations
• Incomplete orthogonalization preconditioners for solving large and dense linear systems which arise from semidefinite programming
• Solving large linear least squares problems with linear equality constraints
• A class of incomplete orthogonal factorization methods. II: Implemetation and results
• Krylov subspace estimation
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Describes a project that uses

Uses Software

• LINPACK

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