Extra-Precise Iterative Refinement for Overdetermined Least Squares Problems
نویسندگان
چکیده
منابع مشابه
LU Preconditioning for Overdetermined Sparse Least Squares Problems
We investigate how to use an LU factorization with the classical lsqr routine for solving overdetermined sparse least squares problems. Usually L is much better conditioned than A and iterating with L instead of A results in faster convergence. When a runtime test indicates that L is not sufficiently well-conditioned, a partial orthogonalization of L accelerates the convergence. Numerical exper...
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ژورنال
عنوان ژورنال: ACM Transactions on Mathematical Software
سال: 2009
ISSN: 0098-3500,1557-7295
DOI: 10.1145/1462173.1462177