Estimating the backward error in LSQR
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24220%2F10%3A%230001646" target="_blank" >RIV/46747885:24220/10:#0001646 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Estimating the backward error in LSQR
Original language description
We propose practical stopping criteria for the iterative solution of sparse linear least squares (LS) problems. Although we focus our discussion on the algorithm LSQR of Paige and Saunders, the ideas discussed here may also be applicable to other algorithms. We review why the 2-norm of the projection of the residual vector onto the range of A is a useful measure of convergence, and we show how this projection can be estimated efficiently at every iteration of LSQR. We also give practical and cheaply computable estimates of the backward error for the LS problem.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
IN - Informatics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GP201%2F09%2FP464" target="_blank" >GP201/09/P464: Development and analysis of iterative methods for solving large-scale systems of linear algebraic equations in applications</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2010
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 on Matrix Analysis and Applications
ISSN
0895-4798
e-ISSN
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Volume of the periodical
31
Issue of the periodical within the volume
4
Country of publishing house
US - UNITED STATES
Number of pages
20
Pages from-to
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UT code for WoS article
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EID of the result in the Scopus database
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