Pseudoinverse preconditioners and iterative methods for large dense linear least-squares problems

被引:0
|
作者
Cahuenas, Oskar [1 ]
Hernandez-Ramos, Luis M. [2 ]
Raydan, Marcos [3 ]
机构
[1] Univ Cent Venezuela, Ctr Calculo Cient & Tecnol, Fac Ciencias, Postgrad Ciencias Computac, Ap 47002, Caracas 1041, Venezuela
[2] Univ Cent Venezuela, Dept Computac, Fac Ciencias, Caracas 1041, Venezuela
[3] Univ Simon Bolivar, Dept Computo Cient & Estadist, Caracas 1080, Venezuela
来源
关键词
Schulz method; pseudoinverse; linear least-squares problems; preconditioned Richardson's method; conjugate gradient method;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We address the issue of approximating the pseudoinverse of the coefficient matrix for dynamically building preconditioning strategies for the numerical solution of large dense linear least-squares problems. The new preconditioning strategies are embedded into simple and well-known iterative schemes that avoid the use of the, usually ill-conditioned, normal equations. We analyze a scheme to approximate the pseudoinverse, based on Schulz iterative method, and also different iterative schemes, based on extensions of Richardson's method, and the conjugate gradient method, that are suitable for preconditioning strategies. We present preliminary numerical results to illustrate the advantages of the proposed schemes.
引用
收藏
页码:25 / 47
页数:23
相关论文
共 50 条