History


Please fill in your query. A complete syntax description you will find on the General Help page.
MINRES-QLP: a Krylov subspace method for indefinite or singular symmetric systems. (English)
SIAM J. Sci. Comput. 33, No. 4, 1810-1836 (2011).
Summary: CG, SYMMLQ, and MINRES are Krylov subspace methods for solving symmetric systems of linear equations. When these methods are applied to an incompatible system (that is, a singular symmetric least-squares problem), CG could break down and SYMMLQ’s solution could explode, while MINRES would give a least-squares solution but not necessarily the minimum-length (pseudoinverse) solution. This understanding motivates us to design a MINRES-like algorithm to compute minimum-length solutions to singular symmetric systems. MINRES uses QR factors of the tridiagonal matrix from the Lanczos process (where $R$ is upper-tridiagonal). MINRES-QLP uses a QLP decomposition (where rotations on the right reduce $R$ to lower-tridiagonal form). On ill-conditioned systems (singular or not), MINRES-QLP can give more accurate solutions than MINRES. We derive preconditioned MINRES-QLP, new stopping rules, and better estimates of the solution and residual norms, the matrix norm, and the condition number.
WorldCat.org
Valid XHTML 1.0 Transitional Valid CSS!