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GMRES-type methods for inconsistent systems. (English) Zbl 0963.65042
The authors study the behaviour of GMRES methods when the coefficient matrix is singular, particulary when the linear system is inconsistent. Some conditions are given under which these methods converge to the least squares solution of the system. An error bound for the computed iterates is proved.

65F22 Ill-posedness and regularization problems in numerical linear algebra
65F10 Iterative numerical methods for linear systems
Full Text: DOI
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