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Conference Papers Year : 2015

LU Preconditioning for Overdetermined Sparse Least Squares Problems

Abstract

We investigate how to use an LU factorization with the classical LSQR routine for solving overdetermined sparse least squares problems. Usually L is much better conditioned than A and iterating with L instead of A results in faster convergence. When a runtime test indicates that L is not sufficiently well-conditioned, a partial orthogonalization of L accelerates the convergence. Numerical experiments illustrate the good behavior of our algorithm in terms of storage and convergence.
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Dates and versions

hal-01223069 , version 1 (01-11-2015)

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Gary W Howell, Marc Baboulin. LU Preconditioning for Overdetermined Sparse Least Squares Problems. International Conference on Parallel Processing and Applied Mathematics, Sep 2015, Krakow, Poland. pp.128-137, ⟨10.1007/978-3-319-32149-3_13⟩. ⟨hal-01223069⟩
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