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The block LSMR algorithm for solving linear systems with multiple right-hand sides

نویسنده:
فائزه توتونیان مشهد
,
مریم مجرب
,
Faezeh Toutounian Mashhad
,
maryam mojarrab
سال
: 2015
چکیده: LSMR (Least Squares Minimal Residual) is an iterative method for the solution of the linear system of equations and least-squares problems. This paper presents a block version of the LSMR algorithm for solving linear systems with multiple right-hand sides. The new algorithm is based on the block

bidiagonalization and derived by minimizing the Frobenius norm of the residual matrix of normal equations. In addition, the convergence of the proposed algorithm is discussed. In practice, it is also observed that the Frobenius norm of the residual matrix decreases monotonically. Finally, numerical experiments from real applications are employed to verify the effectiveness of the presented method.
یو آر آی: https://libsearch.um.ac.ir:443/fum/handle/fum/3355876
کلیدواژه(گان): LSMR method,Bidiagonalization,Block methods,Iterative methods,Multiple right-hand sides
کالکشن :
  • ProfDoc
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    The block LSMR algorithm for solving linear systems with multiple right-hand sides

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contributor authorفائزه توتونیان مشهدen
contributor authorمریم مجربen
contributor authorFaezeh Toutounian Mashhadfa
contributor authormaryam mojarrabfa
date accessioned2020-06-06T13:27:49Z
date available2020-06-06T13:27:49Z
date issued2015
identifier urihttps://libsearch.um.ac.ir:443/fum/handle/fum/3355876
description abstractLSMR (Least Squares Minimal Residual) is an iterative method for the solution of the linear system of equations and least-squares problems. This paper presents a block version of the LSMR algorithm for solving linear systems with multiple right-hand sides. The new algorithm is based on the block

bidiagonalization and derived by minimizing the Frobenius norm of the residual matrix of normal equations. In addition, the convergence of the proposed algorithm is discussed. In practice, it is also observed that the Frobenius norm of the residual matrix decreases monotonically. Finally, numerical experiments from real applications are employed to verify the effectiveness of the presented method.
en
languageEnglish
titleThe block LSMR algorithm for solving linear systems with multiple right-hand sidesen
typeJournal Paper
contenttypeExternal Fulltext
subject keywordsLSMR methoden
subject keywordsBidiagonalizationen
subject keywordsBlock methodsen
subject keywordsIterative methodsen
subject keywordsMultiple right-hand sidesen
journal titleIranian Journal of Numerical Analysis and Optimizationfa
pages28-Nov
journal volume5
journal issue2
identifier linkhttps://profdoc.um.ac.ir/paper-abstract-1054107.html
identifier articleid1054107
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