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A PRECONDITIONER FOR THE LSQR ALGORITHM
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  • A PRECONDITIONER FOR THE LSQR ALGORITHM
  • A PRECONDITIONER FOR THE LSQR ALGORITHM
저자명
Karimi. Saeed,Salkuyeh. Davod Khojasteh,Toutounian. Faezeh
간행물명
Journal of applied mathematics & informatics
권/호정보
2008년|26권 1호|pp.213-222 (10 pages)
발행정보
한국전산응용수학회
파일정보
정기간행물|ENG|
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기타
이 논문은 한국과학기술정보연구원과 논문 연계를 통해 무료로 제공되는 원문입니다.
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기타언어초록

Iterative methods are often suitable for solving least squares problems min$||Ax-b||_2$, where A $epsilon;mathbb{R}^{m{ imes}n}$ is large and sparse. The well known LSQR algorithm is among the iterative methods for solving these problems. A good preconditioner is often needed to speedup the LSQR convergence. In this paper we present the numerical experiments of applying a well known preconditioner for the LSQR algorithm. The preconditioner is based on the $A^T$ A-orthogonalization process which furnishes an incomplete upper-lower factorization of the inverse of the normal matrix $A^T$ A. The main advantage of this preconditioner is that we apply only one of the factors as a right preconditioner for the LSQR algorithm applied to the least squares problem min$||Ax-b||_2$. The preconditioner needs only the sparse matrix-vector product operations and significantly reduces the solution time compared to the unpreconditioned iteration. Finally, some numerical experiments on test matrices from Harwell-Boeing collection are presented to show the robustness and efficiency of this preconditioner.