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  1. NIIテクニカル・レポート

NII Technical Report (NII-2007-009E):GMRES Methods for Least Squares Problems

https://doi.org/10.20736/0000001238
https://doi.org/10.20736/0000001238
1ee236a5-f859-4e3c-ac48-8eef991c2cda
名前 / ファイル ライセンス アクション
07-009E.pdf NII Technical Report (NII-2007-009E):GMRES Methods for Least Squares Problems (757.0 kB)
Item type レポート / Report(1)
公開日 2019-03-12
タイトル
言語 en
タイトル NII Technical Report (NII-2007-009E):GMRES Methods for Least Squares Problems
言語
言語 eng
キーワード
言語 ja
主題Scheme Other
主題 テクニカルレポート
キーワード
言語 en
主題Scheme Other
主題 Technical Report
資源タイプ
資源 http://purl.org/coar/resource_type/c_6501
タイプ departmental bulletin paper
ID登録
ID登録 10.20736/0000001238
ID登録タイプ JaLC
著者 速水, 謙

× 速水, 謙

ja 速水, 謙

en Hayami, Ken

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YIN, Jun-Feng

× YIN, Jun-Feng

en YIN, Jun-Feng

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伊藤, 徳史

× 伊藤, 徳史

ja 伊藤, 徳史

en Ito, Tokushi

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抄録
内容記述タイプ Abstract
内容記述 The standard iterative method for solving large sparse least squares problems min_{x \in R^n} || b - A x ||_2, A \in R^{m x n} is the CGLS method, or its stabilized version LSQR, which applies the (preconditioned) conjugate gradient method to the normal equation A^T A x = A^T b. In this paper, we will consider alternative methods using a matrix B \in R^{n x m} and applying the Generalized Minimal Residual (GMRES) method to min_{z \in R^m} || b - A B z ||_2 or \min_{x \in R^n} || B b - B A x ||_2. Next, we give a sufficient condition concerning B for the GMRES methods to give a least squares solution without breakdown for arbitrary b, for over-determined, under-determined and possibly rank-deficient problems. We then give a convergence analysis of the GMRES methods as well as the CGLS method. Then, we propose using the robust incomplete factorization (RIF) for B. Finally, we show by numerical experiments on over-determined and under-determined problems that, for ill-conditioned problems, the GMRES methods with RIF give least squares solutions faster than the CGLS and LSQR methods with RIF.
言語 en
書誌情報 ja : NIIテクニカル・レポート
en : NII Technical Report

p. 1-28, 発行日 2007-07-11
出版者
言語 ja
出版者 国立情報学研究所
ISSN
収録物識別子タイプ ISSN
収録物識別子 1346-5597
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