Preconditioners for Krylov subspace methods: An overview

JW Pearson, J Pestana - GAMM‐Mitteilungen, 2020 - Wiley Online Library
When simulating a mechanism from science or engineering, or an industrial process, one is
frequently required to construct a mathematical model, and then resolve this model …

[LIBRO][B] Numerical methods for least squares problems

Å Björck - 2024 - SIAM
Excerpt More than 25 years have passed since the first edition of this book was published in
1996. Least squares and least-norm problems have become more significant with every …

Block SOR methods for rank-deficient least-squares problems

CH Santos, BPB Silva, JY Yuan - Journal of computational and applied …, 1998 - Elsevier
Many papers have discussed preconditioned block iterative methods for solving full rank
least-squares problems. However very few papers studied iterative methods for solving rank …

A robust preconditioner with low memory requirements for large sparse least squares problems

M Benzi, M Tuma - SIAM Journal on Scientific Computing, 2003 - SIAM
This paper describes a technique for constructing robust preconditioners for the CGLS
method applied to the solution of large and sparse least squares problems. The algorithm …

Conjugate gradient method for rank deficient saddle point problems

X Wu, BPB Silva, JY Yuan - Numerical Algorithms, 2004 - Springer
We propose an alternative iterative method to solve rank deficient problems arising in many
real applications such as the finite element approximation to the Stokes equation and …

Obtaining Pseudo-inverse Solutions With MINRES

Y Liu, A Milzarek, F Roosta - arxiv preprint arxiv:2309.17096, 2023 - arxiv.org
The celebrated minimum residual method (MINRES), proposed in the seminal paper of
Paige and Saunders, has seen great success and wide-spread use in solving linear least …

Preconditioned iterative methods for solving linear least squares problems

R Bru, J Marin, J Mas, M Tůma - SIAM Journal on Scientific Computing, 2014 - SIAM
New preconditioning strategies for solving m*n overdetermined large and sparse linear least
squares problems using the conjugate gradient for least squares (CGLS) method are …

Preconditioning linear least-squares problems by identifying a basis matrix

M Arioli, IS Duff - SIAM Journal on Scientific Computing, 2015 - SIAM
We study the solution of the linear least-squares problem \min_x‖b-Ax‖^2_2 where the
matrix A∈\BbbR^m*n (m≥n) has rank n and is large and sparse. We assume that A is …

Symmetric-triangular decomposition and its applications part II: preconditioners for indefinite systems

X Wu, GH Golub, JA Cuminato, JY Yuan - BIT Numerical Mathematics, 2008 - Springer
As an application of the symmetric-triangular (ST) decomposition given by Golub and Yuan
(2001) and Strang (2003), three block ST preconditioners are discussed here for saddle …

A class of incomplete orthogonal factorization methods. II: Implementation and results

AT Papadopoulos, IS Duff, AJ Wathen - BIT Numerical Mathematics, 2005 - Springer
We present, implement and test several incomplete QR factorization methods based on
Givens rotations for sparse square and rectangular matrices. For square systems, the …