SPARSE STRETCHING FOR SOLVING SPARSE-DENSE LINEAR LEAST-SQUARES PROBLEMS
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F19%3A10405985" target="_blank" >RIV/00216208:11320/19:10405985 - isvavai.cz</a>
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=gvtlyhyp8s" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=gvtlyhyp8s</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1137/18M1181353" target="_blank" >10.1137/18M1181353</a>
Alternative languages
Result language
angličtina
Original language name
SPARSE STRETCHING FOR SOLVING SPARSE-DENSE LINEAR LEAST-SQUARES PROBLEMS
Original language description
Large-scale linear least-squares problems arise in a wide range of practical applications. In some cases, the system matrix contains a small number of dense rows. These make the problem significantly harder to solve because their presence limits the direct applicability of sparse matrix techniques. In particular, the normal matrix is (close to) dense, making a Cholesky factorization impractical. One way to help overcome the dense row problem is to employ matrix stretching. Stretching is a sparse matrix technique that improves sparsity by making the least-squares problem larger. We show that standard stretching can still result in the normal matrix for the stretched problem having an unacceptably large amount of fill. This motivates us to propose a new sparse stretching strategy that performs the stretching so as to limit the fill in the normal matrix and its Cholesky factor. Numerical examples from real problems are used to illustrate the potential gains.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10102 - Applied mathematics
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
SIAM Journal of Scientific Computing
ISSN
1064-8275
e-ISSN
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Volume of the periodical
41
Issue of the periodical within the volume
3
Country of publishing house
US - UNITED STATES
Number of pages
22
Pages from-to
"A1604"-"A1625"
UT code for WoS article
000473033300010
EID of the result in the Scopus database
2-s2.0-85071649703