A generalized successive overrelaxation method for least squares problems

BIT Numerical Mathematics

Volumn 38, Issue 2, 1998, Pages 347-355

  Changjun, Li ^a   Baojia, Li ^a   Evans, David J ^b  

^a NORTHEASTERN UNIVERSITY   (China)

^b NOTTINGHAM TRENT UNIVERSITY   (United Kingdom)

Author keywords

Iterative methods; Least squares problems; Overdetermined linear systems; Successive overrelaxation method (SOR); Underdetermined linear systems

Indexed keywords

EID: 0346338244     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1007/bf02512371     Document Type: Article

References (6)

1. Å. Björck, Algorithms for linear least squares problems, in Proceedings of the NATO Advanced Study Institute on Computers Algorithms for Solving Linear Algebraic Equations: The State of the Art, E. Spedicato, ed., Springer-Verlag, Berlin, 1991, pp. 57-92.
2. Å. Björck, Numerical Methods for Least Squares Problems, SIAM, Philadelphia, 1996.
3. R. Freund, A note on two block SOR method for sparse least squares problems, Linear Algebra Appl. 88/89 (1987), pp. 211-221.
4. T. L. Markham, M. Neumann and R. J. Plemmons, Convergence of a direct-iterative method for large scale least squares problems, Linear Algebra Appl. 69 (1985), pp. 155-167.
5. R. S. Varga, Matrix Iterative Analysis, Prentice-Hall, Englewood Cliffs, N.J., 1962.
6. D. M. Young, Linear Solution of Large Linear Systems, Academic Press, New York and London, 1971.