Počet záznamů: 1
Preconditioned Iterative Methods for Solving Weighted Linear Least Squares Problems
- 1.
SYSNO ASEP 0432761 Druh ASEP J - Článek v odborném periodiku Zařazení RIV J - Článek v odborném periodiku Poddruh J Článek ve WOS Název Preconditioned Iterative Methods for Solving Weighted Linear Least Squares Problems Tvůrce(i) Bru, R. (ES)
Marín, J. (ES)
Mas, J. (ES)
Tůma, Miroslav (UIVT-O) SAI, RID, ORCIDZdroj.dok. SIAM Journal on Scientific Computing. - : SIAM Society for Industrial and Applied Mathematics - ISSN 1064-8275
Roč. 36, č. 4 (2014), A2002-A2022Poč.str. 21 s. Jazyk dok. eng - angličtina Země vyd. US - Spojené státy americké Klíč. slova preconditioned iterative methods ; incomplete decompositions ; approximate inverses ; linear least squares Vědní obor RIV BA - Obecná matematika Institucionální podpora UIVT-O - RVO:67985807 UT WOS 000344743800028 EID SCOPUS 84987652818 DOI 10.1137/130931588 Anotace 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 on a 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. Pracoviště Ústav informatiky Kontakt Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Rok sběru 2015
Počet záznamů: 1