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

页码：43 / 48

页数：6

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