Preconditioned conjugate gradient methods for the solution of indefinite least squares problems
β Scribed by Qiaohua Liu; Xianjuan Li
- Publisher
- Springer Milan
- Year
- 2011
- Tongue
- English
- Weight
- 439 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0008-0624
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## Abstract This paper is concerned with the numerical solution of a symmetric indefinite system which is a generalization of the KarushβKuhnβTucker system. Following the recent approach of LukΕ‘an and VlΔek, we propose to solve this system by a preconditioned conjugate gradient (PCG) algorithm and
In this paper we consider an underdetermined system of equations Lx Ο b so m Ο½ n. However, the methods given We present an iterative method of preconditioned Krylov type for the solution of large least squares problems. We prove that the in Section 3 can also be used for overdetermined systems. me