Algorithm 937: MINRES-QLP for symmetric and hermitian linear equations and least-squares problems

ACM Transactions on Mathematical Software

Volumn 40, Issue 2, 2014, Pages

  Choi, Sou Cheng T ^a   Saunders, Michael A ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b Stanford University   (United States)

Author keywords

Conjugate gradient method; Data encapsulation; Ill posed problem; Krylov subspace method; Lanczos process; Linear equations; Minimum residual method; Pseudoinverse solution; Regression; Singular least squares; Sparse matrix

Indexed keywords

ALGORITHMS; DATA ENCAPSULATION; FORTRAN (PROGRAMMING LANGUAGE); GRADIENT METHODS; LINEAR EQUATIONS; LINEAR SYSTEMS; MATLAB;

ILL POSED PROBLEM; KRYLOV SUBSPACE METHOD; LANCZOS PROCESS; LEAST SQUARE; MINIMUM-RESIDUAL METHOD; PSEUDO-INVERSE SOLUTION; REGRESSION; SPARSE MATRICES;

LEAST SQUARES APPROXIMATIONS;

EID: 84896941666     PISSN: 00983500     EISSN: 15577295     Source Type: Journal    
DOI: 10.1145/2527267     Document Type: Article

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