LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
نویسندگان
چکیده
منابع مشابه
LSMR: An iterative algorithm for sparse least-squares problems
An iterative method LSMR is presented for solving linear systems Ax = b and leastsquares problems min ‖Ax−b‖2, with A being sparse or a fast linear operator. LSMR is based on the Golub-Kahan bidiagonalization process. It is analytically equivalent to the MINRES method applied to the normal equation ATAx = ATb, so that the quantities ‖Ark‖ are monotonically decreasing (where rk = b−Axk is the re...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2011
ISSN: 1064-8275,1095-7197
DOI: 10.1137/10079687x