LSRN : A PARALLEL ITERATIVE SOLVER FOR STRONGLY OVER- OR UNDERDETERMINED SYSTEMS
We describe a parallel iterative least squares solver named LSRN that is based on random normal projection. LSRN computes the min-length solution to min x∈ℝ n ‖Ax - b‖2, where A ∈ ℝ m × n with m ≫ n or m ≪ n, and where A may be rank-deficient. Tikhonov regularization may also be included. Since A is...
| Veröffentlicht in: | SIAM journal on scientific computing : a publication of the Society for Industrial and Applied Mathematics. - 1999. - 36(2014), 2 vom: 01., Seite C95-C118 |
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| Format: | Aufsatz |
| Sprache: | English |
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2014
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| Zugriff auf das übergeordnete Werk: | SIAM journal on scientific computing : a publication of the Society for Industrial and Applied Mathematics |
| Schlagworte: | Journal Article Chebyshev semi-iterative method LAPACK LSQR Tikhonov regularization iterative method linear least squares minimum-length solution over determined system parallel computing mehr... |