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A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem

✍ Scribed by Xiao, Lin; Zhang, Tong


Book ID
121488542
Publisher
Society for Industrial and Applied Mathematics
Year
2013
Tongue
English
Weight
778 KB
Volume
23
Category
Article
ISSN
1052-6234

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Preconditioned GMRES methods with incomp
✍ Jun-Feng Yin; Ken Hayami πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 581 KB

We propose to precondition the GMRES method by using the incomplete Givens orthogonalization (IGO) method for the solution of large sparse linear least-squares problems. Theoretical analysis shows that the preconditioner satisfies the sufficient condition that can guarantee that the preconditioned G