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A generalized LSQR algorithm
Author(s) -
Reichel Lothar,
Ye Qiang
Publication year - 2008
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.611
Subject(s) - mathematics , generalization , subspace topology , iterative method , least squares function approximation , krylov subspace , algorithm , mathematical optimization , algebra over a field , mathematical analysis , pure mathematics , statistics , estimator
LSQR is a popular iterative method for the solution of large linear system of equations and least‐squares problems. This paper presents a generalization of LSQR that allows the choice of an arbitrary initial vector for the solution subspace. Computed examples illustrate the benefit of being able to choose this vector. Copyright © 2008 John Wiley & Sons, Ltd.
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