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Wang, Guangbin; Du, Yanli; Tan, Fuping

Comparison results on preconditioned GAOR methods for weighted linear least squares problems. (English) Zbl 1251.65054

J. Appl. Math. 2012, Article ID 563586, 9 p. (2012).
Summary: We present preconditioned generalized accelerated overrelaxation methods for solving weighted linear least square problems. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned GAOR methods converge faster than the GAOR method whenever the GAOR method is convergent. Finally, we give a numerical example to confirm our theoretical results.

Cited in 1 Review
Cited in 2 Documents

MSC:

65F20 Numerical solutions to overdetermined systems, pseudoinverses
65F08 Preconditioners for iterative methods
65F10 Iterative numerical methods for linear systems
65F35 Numerical computation of matrix norms, conditioning, scaling

Keywords:

preconditioned generalized accelerated overrelaxation methods; weighted linear least square problems
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\textit{G. Wang} et al., J. Appl. Math. 2012, Article ID 563586, 9 p. (2012; Zbl 1251.65054)
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