Iterative methods for least-square problems based on proper splittings

被引：16
|
作者：
Climent, JJ
Perea, C
机构：
[1] Univ Alicante, Dept Ciencia Computacio & Intelligencia Artificia, E-03080 Alicante, Spain
[2] Univ Miguel Hernandez, Dept Estadist & Matemat Aplicada, Escuela Politecn Super Orihuela, E-03550 Orihuela, Spain
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2003年 / 158卷 / 01期
关键词：
iterative method; proper splitting; multisplitting; Moore-Penrose inverse; least-square problem;
D O I：
10.1016/S0377-0427(03)00465-5
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
For the linear-squares problems min, parallel tob - Axparallel to(2), where A is large and sparse, straightforward application of Cholesky or QR factorization will lead to catastrophic fill in factor R. We consider handling such problems by a iterative methods based on proper splittings. We establish the convergence, to the least-square solution y = Adaggerx, for the sequential two-stage iterative method and for the parallel stationary iterative method. (C) 2003 Elsevier B.V. All rights reserved.
引用
收藏
页码：43 / 48
页数：6
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