Iterative Methods for Symmetric Quasi-Definite Linear Systems
Mario Arioli1 Dominique Orban2
1Rutherford Appleton Laboratory, mario.arioli@stfc.ac.uk 2GERAD and ´
Iterative Methods for Symmetric Quasi-Definite Linear Systems Mario - - PowerPoint PPT Presentation
Iterative Methods for Symmetric Quasi-Definite Linear Systems Mario Arioli 1 Dominique Orban 2 1 Rutherford Appleton Laboratory, mario.arioli@stfc.ac.uk 2 GERAD and Ecole Polytechnique de Montr eal, dominique.orban@gerad.ca Sparse Days,
1Rutherford Appleton Laboratory, mario.arioli@stfc.ac.uk 2GERAD and ´
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2
2
2
2
2 f
2 g
2 AN− 1 2
2 ATM− 1 2
2 f
2 g
Sparse Days, Toulouse, 2012 Mario Arioli, Dominique Orban
2
2
2
2
2 f
2 g
2 AN− 1 2
2 ATM− 1 2
2 f
2 g
2 AN− 1 2 has rank p ≤ m with nonzero singular
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m
+
m
2
1 2
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k
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k
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k
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k
k
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k
k
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k
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n gTx + 1
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20 40 60 80 100 120 101 102 103 104 105
Regularized Least-Squares Objective G-LSQR G-LSMR
20 40 60 80 100 120 10-7 10-5 10-3 10-1 101 103 105 107 109
Residual of Normal Equations
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50 100 150 200 101 102 103
Regularized Least-Squares Objective G-LSQR G-LSMR
50 100 150 200 10-8 10-7 10-6 10-5 10-4 10-3 10-2 10-1 100 101 102 103 104
Residual of Normal Equations
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50 100 150 200 10-4 10-3 10-2 10-1 100 101 102 103
Direct Error
50 100 150 200 10-4 10-3 10-2 10-1 100 101 102 103
Direct Error
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50 100 150 200 10-4 10-3 10-2 10-1 100 101 102 103
Direct Error
50 100 150 200 10-4 10-3 10-2 10-1 100 101 102 103
Direct Error
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