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Updating preconditioners for modified least squares problems

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Updating preconditioners for modified least squares problems

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dc.contributor.author Marín Mateos-Aparicio, José es_ES
dc.contributor.author Mas Marí, José es_ES
dc.contributor.author Guerrero-Flores, Danny Joel es_ES
dc.contributor.author Hayami, K. es_ES
dc.date.accessioned 2018-07-16T06:42:54Z
dc.date.available 2018-07-16T06:42:54Z
dc.date.issued 2017 es_ES
dc.identifier.issn 1017-1398 es_ES
dc.identifier.uri http://hdl.handle.net/10251/105807
dc.description.abstract [EN] In this paper, we analyze how to update incomplete Cholesky preconditioners to solve least squares problems using iterative methods when the set of linear relations is updated with some new information, a new variable is added or, contrarily, some information or variable is removed from the set. Our proposed method computes a low-rank update of the preconditioner using a bordering method which is inexpensive compared with the cost of computing a new preconditioner. Moreover, the numerical experiments presented show that this strategy gives, in many cases, a better preconditioner than other choices, including the computation of a new preconditioner from scratch or reusing an existing one. es_ES
dc.description.sponsorship Partially supported by Spanish Grants MTM2014-58159-P and MTM2015-68805-REDT.
dc.language Inglés es_ES
dc.publisher Springer-Verlag es_ES
dc.relation.ispartof Numerical Algorithms es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Least squares problems es_ES
dc.subject Iterative methods es_ES
dc.subject Preconditioners es_ES
dc.subject Low-rank updates es_ES
dc.subject Sparse matrices es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title Updating preconditioners for modified least squares problems es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1007/s11075-017-0315-z es_ES
dc.relation.projectID info:eu-repo/grantAgreement/MINECO//MTM2015-68805-REDT/ES/RED TEMATICA DE ALGEBRA LINEAL, ANALISIS MATRICIAL Y APLICACIONES/ es_ES
dc.relation.projectID info:eu-repo/grantAgreement/MINECO//MTM2014-58159-P/ES/PRECONDICIONADORES PARA SISTEMAS DE ECUACIONES LINEALES, PROBLEMAS DE MINIMOS CUADRADOS, CALCULO DE VALORES PROPIOS Y APLICACIONES TECNOLOGICAS/ es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada es_ES
dc.description.bibliographicCitation Marín Mateos-Aparicio, J.; Mas Marí, J.; Guerrero-Flores, DJ.; Hayami, K. (2017). Updating preconditioners for modified least squares problems. Numerical Algorithms. 75(2):491-508. https://doi.org/10.1007/s11075-017-0315-z es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion http://doi.org/10.1007/s11075-017-0315-z es_ES
dc.description.upvformatpinicio 491 es_ES
dc.description.upvformatpfin 508 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 75 es_ES
dc.description.issue 2 es_ES
dc.relation.pasarela S\339790 es_ES
dc.contributor.funder Ministerio de Economía y Competitividad es_ES
dc.contributor.funder Ministerio de Economía, Industria y Competitividad es_ES
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