Geodesic
Preconditioners for least squares problems by LU factorization
Electronic transactions on numerical analysis, Tome 8 (1999), pp. 26-35.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: Iterative methods are often suitable for solving least-squares problems min , where kAx , bk A 2 2 m n is large and sparse. The use of the conjugate gradient method with a nonsingular square submatrix R A 2 1 n n of as preconditioner was first suggested by L$\ddot $auchli in 1961. This conjugate gradient method has recently R A been extended by Yuan to generalized least-squares problems.
Classification : 65F10, 65F20
Keywords: linear least squares, preconditioner, conjugate gradient method, LU factorization 
@article{ETNA_1999__8__a7,
     author = {Bj\"orck, \r{A}ke and Yuan, J.Y.},
     title = {Preconditioners for least squares problems by {LU} factorization},
     journal = {Electronic transactions on numerical analysis},
     pages = {26--35},
     publisher = {mathdoc},
     volume = {8},
     year = {1999},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_1999__8__a7/}
}
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Björck, Åke; Yuan, J.Y. Preconditioners for least squares problems by LU factorization. Electronic transactions on numerical analysis, Tome 8 (1999), pp. 26-35. http://geodesic.mathdoc.fr/item/ETNA_1999__8__a7/