A generalized LSQR algorithm

Lothar Reichel, Qiang Ye

Research output: Contribution to journalArticlepeer-review

13 Scopus citations

Abstract

LSQR is a popular iterative method for the solution of large linear system of equations and least-squares problems. This paper presents a generalization of LSQR that allows the choice of an arbitrary initial vector for the solution subspace. Computed examples illustrate the benefit of being able to choose this vector.

Original languageEnglish
Pages (from-to)643-660
Number of pages18
JournalNumerical Linear Algebra with Applications
Volume15
Issue number7
DOIs
StatePublished - Sep 2008

Keywords

  • Iterative method
  • Least-squares problem
  • Linear discrete ill-posed problem
  • Linear system of equations

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Applied Mathematics

Fingerprint

Dive into the research topics of 'A generalized LSQR algorithm'. Together they form a unique fingerprint.

Cite this