NII Technical Reports
National Institute of Informatics
| Title | Greville's Method for Preconditioning Least Squares Problems |
| Authors | Xiaoke Cui, Ken Hayami |
| Abstract | In this paper, we construct a preconditioner for least squares problems min||b-Ax||, where A can be matrices with any shape and any rank. The preconditioner itself is a sparse approximation to the Moore-Penrose inverse of the coefficient matrix A. For this preconditioner, we give theoretical analysis to show that under certain assumption, the problem preconditioned by this preconditioner is equivalent to the original problem, and the GMRES method can determine a solution to the preconditioned problem before breakdown happens. |
| Language | English |
| Published | Aug 21, 2008 |
| Pages | 26p |
| PDF File | 08-008E.pdf |