Incomplete hyperbolic Gram-Schmidt-based preconditioners for the solution of large indefinite least squares problems

Incomplete hyperbolic Gram-Schmidt-based preconditioners for the solution of large indefinite least squares problems
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用于解决大型不定最小二乘问题的基于不完全双曲 Gram-Schmidt 的预处理器

DOI:
10.1016/j.cam.2013.02.016
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发表时间:
2013-10
影响因子:
2.4
通讯作者:
Zhang, Fudao
Zhang, Fudao
中科院分区:
数学2区
文献类型:
--
作者:
Liu, Qiaohua;Zhang, Fudao

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We propose to precondition the CGILS method based on the incomplete hyperbolic Gram–Schmidt methods for the solution of the large and sparse indefinite least squares (ILS) problem, which requires minimization of an indefinite quadratic form. Numerical experiments show that the incomplete hyperbolic classical/modified Gram–Schmidt (IHCGS/IHMGS) preconditioners can generally greatly reduce the number of iterations, and IHMGS has a better quality for ill-conditioned problems but may be expensive in computation cost.
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