Projections and preconditioning for inconsistent least-squares problems

被引:4
作者
Evans, DJ
Popa, C [1 ]
机构
[1] OVIDIUS Univ Constanta, Fac Math & Comp Sci, Constanta, Romania
[2] Nottingham Trent Univ, Fac Engn & Comp, Nottingham, England
关键词
inconsistent least-squares problems; Kaczmarz's iteration; approximate orthogonalization; preconditioning;
D O I
10.1080/00207160108805134
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
in this paper we describe two iterative algorithms for the numerical solution of linear least-squares problems. They are based on a combination between an extension of the classical Kaczmarz's projections method (Popa [5]) and an approximate orthogonalization technique due to Kovarik. We prove that both new algorithms converge to any solution of an inconsistent and rank-defficient least-squares problem (with respect to the choice of the initial approximation), the convergence being much faster than for the classical Kaczmarz - like methods. Some numerical experiments on a first kind integral equation are described.
引用
收藏
页码:599 / 616
页数:18
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