USSOR methods for solving the rank deficient linear least squares problem

被引:0
|
作者
Juan Song
Yongzhong Song
机构
[1] Nanjing Normal University,Jiangsu Key Laboratory for NSLSCS, Institute of Mathematics, School of Mathematical Sciences
[2] Jiangsu Second Normal University,School of Ecomonics and Law
来源
Calcolo | 2017年 / 54卷
关键词
Linear system; USSOR method; Least squares solution of minimal norm; Semiconvergence; 65F10; 65B99;
D O I
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学科分类号
摘要
In order to find the least squares solution of minimal norm to linear system Ax=b\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Ax=b$$\end{document} with A∈Cm×n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$A \in \mathcal{C}^{m \times n}$$\end{document} being a matrix of rank r<n≤m\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r< n \le m$$\end{document}, b∈Cm\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$b \in \mathcal{C}^{m}$$\end{document}, Zheng and Wang (Appl Math Comput 169:1305–1323, 2005) proposed a class of symmetric successive overrelaxation (SSOR) methods, which is based on augmenting system to a block 4×4\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$4 \times 4$$\end{document} consistent system. In this paper, we construct the unsymmetric successive overrelaxation (USSOR) method. The semiconvergence of the USSOR method is discussed. Numerical experiments illustrate that the number of iterations and CPU time for the USSOR method with the appropriate parameters is respectively less and faster than the SSOR method with optimal parameters.
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页码:95 / 115
页数:20
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