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Description
  • 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 computes an incomplete LDLT factorization of the normal equations matrix without the need to form the normal matrix itself. The preconditioner is reliable 9 pivot breakdowns cannot occur0 and has low intermediate storage requirements. Numerical experiments illustrating the performance of the preconditioner are presented. A comparison with incomplete QR preconditioners is also included.
  • 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 computes an incomplete LDLT factorization of the normal equations matrix without the need to form the normal matrix itself. The preconditioner is reliable 9 pivot breakdowns cannot occur0 and has low intermediate storage requirements. Numerical experiments illustrating the performance of the preconditioner are presented. A comparison with incomplete QR preconditioners is also included. (en)
Title
  • A Robust Preconditioner with Low Memory Requirements for Large Sparse Least Squares Problems.
  • A Robust Preconditioner with Low Memory Requirements for Large Sparse Least Squares Problems. (en)
skos:prefLabel
  • A Robust Preconditioner with Low Memory Requirements for Large Sparse Least Squares Problems.
  • A Robust Preconditioner with Low Memory Requirements for Large Sparse Least Squares Problems. (en)
skos:notation
  • RIV/67985807:_____/03:06030115!RIV/2004/AV0/A06004/N
http://linked.open.../vavai/riv/strany
  • 499;512
http://linked.open...avai/riv/aktivita
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  • P(IAA1030103), P(IAA2030801), Z(AV0Z1030915)
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  • 2
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http://linked.open...aciTvurceVysledku
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  • 597120
http://linked.open...ai/riv/idVysledku
  • RIV/67985807:_____/03:06030115
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  • large sparse least squares problems; preconditioned CGLS; robust incomplete factorization; incomplete C-orthogonalization; incomplete QR (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • US - Spojené státy americké
http://linked.open...ontrolniKodProRIV
  • [9561D04D49CB]
http://linked.open...i/riv/nazevZdroje
  • SIAM Journal on Scientific Computing
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http://linked.open...v/svazekPeriodika
  • 25
http://linked.open...iv/tvurceVysledku
  • Tůma, Miroslav
  • Benzi, M.
http://linked.open...n/vavai/riv/zamer
issn
  • 1064-8275
number of pages
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