Lectures on Numerical Analysis by Prof. Jose Mas from Universitat Politècnica de València:
"Preconditioners for rank deficient least squares problems"
Preconditioners for rank deficient least squares problems
Professor Jose Mas
Departament de Matemàtica Aplicada
Universitat Politècnica de València
14:00-15:00 / February 10th (Mon), 2020
Room 1512, 15th floor, NII
A method for computing sparse preconditioners for iteratively solving rank deficient least squares problems (LS) by the LSMR method is presented. The main idea of the method proposed is to update an incomplete factorization computed for a regularized problem to recover the solution of the original one. The numerical experiments for a wide set of matrices arising from different science and engineering applications show that the preconditioner proposed, in most cases, can be successfully applied to accelerate the convergence of the iterative Krylov subspace method.
Ken Hayami ( hayami(at)nii.ac.jp )>