Block SOR methods for rank-deficient least-squares problems

被引：64

作者：

Santos, CH ^{[1
]}

Silva, BPB ^{[1
]}

Yuan, JY ^{[1
]}

机构：

[1] UFPR, Dept Matemat, Ctr Politecn, BR-81531900 Curitiba, Parana, Brazil

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1998年 / 100卷 / 01期

关键词：

preconditioned iterative method; block SOR method; convergence; least-squares problem; rank-deficient least-squares problem; optimal parameter;

D O I：

10.1016/S0377-0427(98)00114-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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-deficient least-squares problems. Miller and Neumann (1987) proposed the 4-block SOR method for solving the rank-deficient problem. Here a 2-block SOR method and a 3-block SOR method are proposed to solve such problem. The convergence of the block SOR methods is studied. The optimal parameters are determined. Comparison between the 2-block SOR method and the 3-block SOR method is given also. (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：1 / 9

页数：9

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