LSRN: A Parallel Iterative Solver for Strongly Over- or Underdetermined Systems
نویسندگان
چکیده
منابع مشابه
LSRN: A Parallel Iterative Solver for Strongly Over- or Under-Determined Systems
We describe a parallel iterative least squares solver named LSRN that is based on random normal projection. LSRN computes the min-length solution to min x∈ℝ n ‖Ax - b‖2, where A ∈ ℝ m × n with m ≫ n or m ≪ n, and where A may be rank-deficient. Tikhonov regularization may also be included. Since A is involved only in matrix-matrix and matrix-vector multiplications, it can be a dense or sparse ma...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2014
ISSN: 1064-8275,1095-7197
DOI: 10.1137/120866580