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Preconditioned Iterative Methods for Solving Weighted Linear Least Squares Problems

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F14%3A00432761" target="_blank" >RIV/67985807:_____/14:00432761 - isvavai.cz</a>

  • Result on the web

    <a href="http://dx.doi.org/10.1137/130931588" target="_blank" >http://dx.doi.org/10.1137/130931588</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1137/130931588" target="_blank" >10.1137/130931588</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Preconditioned Iterative Methods for Solving Weighted Linear Least Squares Problems

  • Original language description

    New preconditioning strategies for solving m n overdetermined large and sparse linear least squares problems using the CGLS method are described. First, direct preconditioning of the normal equations by the Balanced Incomplete Factorization (BIF) for symmetric and positive definite matrices is studied and a new breakdown-free strategy is proposed. Preconditioning based on the incomplete LU factors of an n n submatrix of the system matrix is our second approach. A new way to find this submatrix based ona specific weighted transversal problem is proposed. Numerical experiments demonstrate different algebraic and implementational features of the new approaches and put them into the context of current progress in preconditioning of CGLS. It is shown, in particular, that the robustness demonstrated earlier by the BIF preconditioning strategy transfers into the linear least squares solvers and the use of the weighted transversal helps to improve the LU-based approach.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2014

  • 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 Scientific Computing

  • ISSN

    1064-8275

  • e-ISSN

  • Volume of the periodical

    36

  • Issue of the periodical within the volume

    4

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    21

  • Pages from-to

    "A2002"-"A2022"

  • UT code for WoS article

    000344743800028

  • EID of the result in the Scopus database