Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4639261 | Journal of Computational and Applied Mathematics | 2013 | 7 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Qiaohua Liu, Fudao Zhang,