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  1. NIIテクニカル・レポート

NII Technical Report (NII-2020-001E):A Stabilized GMRES Method for Solving Underdetermined Least Squares Problems

https://doi.org/10.20736/0002000369
https://doi.org/10.20736/0002000369
100a9346-4eef-444c-a3ef-b702747592d3
名前 / ファイル ライセンス アクション
20-001E.pdf NII Technical Report (NII-2020-001E):A Stabilized GMRES Method for Solving Underdetermined Least Squares Problems (2 MB)
Item type レポート / Report(1)
公開日 2022-06-09
タイトル
言語 en
タイトル NII Technical Report (NII-2020-001E):A Stabilized GMRES Method for Solving Underdetermined 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 10.20736/0002000369
ID登録タイプ JaLC
著者 LIAO, Zeyu

× LIAO, Zeyu

en LIAO, Zeyu

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速水, 謙

× 速水, 謙

ja 速水, 謙

en Hayami, Ken

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保國, 惠一

× 保國, 惠一

ja 保國, 惠一

en Morikuni, Keiichi

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YIN, Jun-Feng

× YIN, Jun-Feng

en YIN, Jun-Feng

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抄録
内容記述タイプ Abstract
内容記述 Consider using the right-preconditioned generalized minimal residual (AB-GMRES) method, which is an efficient method for solving underdetermined least squares problems. Morikuni (Ph.D. thesis, 2013) showed that for some inconsistent and illconditioned problems, the iterates of the AB-GMRES method may diverge. This is mainly because the Hessenberg matrix in the GMRES method becomes very ill-conditioned so that the backward substitution of the resulting triangular system becomes numerically unstable. We propose a stabilized GMRES based on solving the normal equations corresponding to the above triangular system using the standard Cholesky decomposition. This has the effect of shifting upwards the tiny singular values of the Hessenberg matrix which lead to an inaccurate solution. Thus, the process becomes numerically stable and the system becomes consistent, rendering better convergence and a more accurate solution. Numerical experiments show that the proposed method is robust and efficient for solving inconsistent and ill-conditioned underdetermined least squares problems. The method can be considered as a way of making the GMRES stable for highly ill-conditioned inconsistent problems.
言語 en
書誌情報 ja : NIIテクニカル・レポート
en : NII Technical Report

p. 1-20, 発行日 2020-03-30
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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