Preconditioners for rank deficient least squares problems

[EN] In this paper we present a method for computing sparse preconditioners for iteratively solving rank deficient least squares problems (LS) by the LSMR method. The main idea of the method proposed is to update an incomplete factorization computed for a regularized problem to recover the solution...

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Autores: Cerdán Soriano, Juana Mercedes, Marín Mateos-Aparicio, José|||0000-0002-7825-2836, Mas Marí, José|||0000-0002-2835-974X, Guerrero, D.
Tipo de recurso: artículo
Fecha de publicación:2020
País:España
Institución:Universitat Politècnica de València (UPV)
Repositorio:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Idioma:inglés
OAI Identifier:oai:riunet.upv.es:10251/161853
Acceso en línea:https://riunet.upv.es/handle/10251/161853
Access Level:acceso abierto
Palabra clave:Iterative methods
Rank deficient
Sparse linear systems
Preconditioning
Linear least squares problems
MATEMATICA APLICADA
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spelling Preconditioners for rank deficient least squares problemsCerdán Soriano, Juana MercedesMarín Mateos-Aparicio, José|||0000-0002-7825-2836Mas Marí, José|||0000-0002-2835-974XGuerrero, D.Iterative methodsRank deficientSparse linear systemsPreconditioningLinear least squares problemsMATEMATICA APLICADA[EN] In this paper we present a method for computing sparse preconditioners for iteratively solving rank deficient least squares problems (LS) by the LSMR method. 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.This work was supported by the Spanish Ministerio de Economia, Industria y Competitividad, Spain under grants MTM2017-85669-P and MTM2017-90682-REDT.ElsevierDepartamento de Matemática AplicadaInstituto Universitario de Matemática MultidisciplinarEscuela Técnica Superior de Ingeniería de EdificaciónEscuela Técnica Superior de Ingeniería Agronómica y del Medio NaturalAgencia Estatal de InvestigaciónRepositorio Institucional de la Universitat Politècnica de València Riunet20202020-07-01journal articlehttp://purl.org/coar/resource_type/c_6501VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/articleapplication/pdfapplication/pdfhttps://riunet.upv.es/handle/10251/161853reponame:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valénciainstname:Universitat Politècnica de València (UPV)InglésengAgencia Estatal de Investigación http://dx.doi.org/10.13039/501100011033 Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016 MTM2017-85669-P PROBLEMAS MATRICIALES: COMPUTACION, TEORIA Y APLICACIONESAgencia Estatal de Investigación http://dx.doi.org/10.13039/501100011033 MTM2017-90682-REDT RED TEMATICA DE ALGEBRA LINEAL, ANALISIS MATRICIAL Y APLICACIONESopen accesshttp://purl.org/coar/access_right/c_abf2Reconocimiento - No comercial - Sin obra derivada (by-nc-nd) http://creativecommons.org/licenses/by-nc-nd/4.0/info:eu-repo/semantics/openAccessoai:riunet.upv.es:10251/1618532026-06-13T07:49:27Z
dc.title.none.fl_str_mv Preconditioners for rank deficient least squares problems
title Preconditioners for rank deficient least squares problems
spellingShingle Preconditioners for rank deficient least squares problems
Cerdán Soriano, Juana Mercedes
Iterative methods
Rank deficient
Sparse linear systems
Preconditioning
Linear least squares problems
MATEMATICA APLICADA
title_short Preconditioners for rank deficient least squares problems
title_full Preconditioners for rank deficient least squares problems
title_fullStr Preconditioners for rank deficient least squares problems
title_full_unstemmed Preconditioners for rank deficient least squares problems
title_sort Preconditioners for rank deficient least squares problems
dc.creator.none.fl_str_mv Cerdán Soriano, Juana Mercedes
Marín Mateos-Aparicio, José|||0000-0002-7825-2836
Mas Marí, José|||0000-0002-2835-974X
Guerrero, D.
author Cerdán Soriano, Juana Mercedes
author_facet Cerdán Soriano, Juana Mercedes
Marín Mateos-Aparicio, José|||0000-0002-7825-2836
Mas Marí, José|||0000-0002-2835-974X
Guerrero, D.
author_role author
author2 Marín Mateos-Aparicio, José|||0000-0002-7825-2836
Mas Marí, José|||0000-0002-2835-974X
Guerrero, D.
author2_role author
author
author
dc.contributor.none.fl_str_mv Departamento de Matemática Aplicada
Instituto Universitario de Matemática Multidisciplinar
Escuela Técnica Superior de Ingeniería de Edificación
Escuela Técnica Superior de Ingeniería Agronómica y del Medio Natural
Agencia Estatal de Investigación
Repositorio Institucional de la Universitat Politècnica de València Riunet
dc.subject.none.fl_str_mv Iterative methods
Rank deficient
Sparse linear systems
Preconditioning
Linear least squares problems
MATEMATICA APLICADA
topic Iterative methods
Rank deficient
Sparse linear systems
Preconditioning
Linear least squares problems
MATEMATICA APLICADA
description [EN] In this paper we present a method for computing sparse preconditioners for iteratively solving rank deficient least squares problems (LS) by the LSMR method. 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.
publishDate 2020
dc.date.none.fl_str_mv 2020
2020-07-01
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://riunet.upv.es/handle/10251/161853
url https://riunet.upv.es/handle/10251/161853
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.relation.none.fl_str_mv Agencia Estatal de Investigación http://dx.doi.org/10.13039/501100011033 Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016 MTM2017-85669-P PROBLEMAS MATRICIALES: COMPUTACION, TEORIA Y APLICACIONES
Agencia Estatal de Investigación http://dx.doi.org/10.13039/501100011033 MTM2017-90682-REDT RED TEMATICA DE ALGEBRA LINEAL, ANALISIS MATRICIAL Y APLICACIONES
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Reconocimiento - No comercial - Sin obra derivada (by-nc-nd)
http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Reconocimiento - No comercial - Sin obra derivada (by-nc-nd)
http://creativecommons.org/licenses/by-nc-nd/4.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Elsevier
publisher.none.fl_str_mv Elsevier
dc.source.none.fl_str_mv reponame:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname:Universitat Politècnica de València (UPV)
instname_str Universitat Politècnica de València (UPV)
reponame_str RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
collection RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
repository.name.fl_str_mv
repository.mail.fl_str_mv
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