Article ID Journal Published Year Pages File Type
4639261 Journal of Computational and Applied Mathematics 2013 7 Pages PDF
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.

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Physical Sciences and Engineering Mathematics Applied Mathematics
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