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...
| Autores: | , , , |
|---|---|
| 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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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/ |
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info:eu-repo/semantics/openAccess |
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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) |
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Universitat Politècnica de València (UPV) |
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RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia |
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RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia |
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