HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Conference papers

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.
Document type :
Conference papers
Complete list of metadata

Contributor : Marc Baboulin Connect in order to contact the contributor
Submitted on : Sunday, November 1, 2015 - 8:51:18 PM
Last modification on : Tuesday, October 19, 2021 - 12:52:58 PM



Gary 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⟩



Record views