Extensions of block-projections methods with relaxation parameters to inconsistent and rank-deficient least-squares problems

被引:43
|
作者
Popa, C [1 ]
机构
[1] Weizmann Inst Sci, Dept Appl Math & Comp Sci, IL-76100 Rehovot, Israel
关键词
least-squares problems; minimal norm solution; block-projection iteration; relaxation;
D O I
10.1007/BF02510922
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
There exist many classes of block-projections algorithms for approximating solutions of linear least-squares problems. Generally, these methods generate sequences convergent to the minimal norm least-squares solution only for consistent problems. In the inconsistent case, which usually appears in practice because of some approximations or measurements, these sequences do no longer converge to a least-squares solution or they converge to the minimal norm solution of a "perturbed" problem. In the present paper, we overcome this difficulty by constructing extensions for almost all the above classes of block-projections methods. We prove that the sequences generated with these extensions always converge to a least-squares solution and, with a suitable initial approximation, to the minimal norm solution of the problem. Numerical experiments, described in the last section of the paper, confirm the theoretical results obtained.
引用
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页码:151 / 176
页数:26
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