A new family of preconditioners for conjugate gradient-like iterative methods applied to large sparse linear least squares problems, mi, II Ac- b ll2, is proposed. The family is based on incomplete Gram-Schmidt (IGS) factorizations of A. Particular attention has been given to the following members of the family: Incomplete Classical Gram-Schmidt (ICGS), Incomplete Modified Gram-Schmidt (IMGS) and Compressed Incomplete Modified Gram-Schmidt (CIMGS) factorizations. The numerical properties of each of these methods have been considered as well as the relationships between the methods concerning the preservation of sparsity, computational efficiency and the quality of the preconditioner. The imple-mentation of these methods has been investigated and all of the important family members have been coded. One of the important topics in this portion of the dissertation is the careful symbolic analysis of the production of the preconditioner and its use during the incomplete factorization phase to avoid excessive unnecessary work. We have also analyzed some of the implications of viewing the incomplete Cholesky (IC) factorization as a limit case of the IGS family. When certain conditions are imposed on the sparsity pattern of the preconditioning matrix, IC is identical to IMGS. Therefore, a sufficient condition on the sparsity pattern for a stable IC factorization can be derived. Based on this condition, two algorithms for modifying
|
389
|
W.H.: Computer Solution of Large Sparse Positive Definite Systems
– George, Liu
- 1981
|
|
243
|
Solving Least Squares Problems
– Lawson, Hanson
- 1974
|
|
196
|
der Vorst. An iterative solution method for linear systems of which the coefficient matrix is a M-matrix
– Meijerink, Van
- 1977
|
|
170
|
LSQR: An algorithm for sparse linear equations and sparse least squares
– Paige, Saunders
- 1982
|
|
77
|
Some Stable Methods for Calculating Inertia and Solving Symmetric Linear Systems
– Bunch, Kaufman
- 1977
|
|
76
|
Methods for Modifying Matrix Factorizations
– Golub, Murray, et al.
- 1974
|
|
72
|
The effect of ordering on preconditioned conjugate gradients. BIT: Nordisk Tijdskrift for Informationbehandling
– Duff, Meurant
- 1989
|
|
64
|
Augmented Lagrangian methods. Applications to the numerical solution of boundary value problems
– Fortin, Glowinski
- 1983
|
|
39
|
Solution of sparse linear least squares problems using Givens rotations. Linear Algebra and its Applications
– George, Heath
- 1980
|
|
37
|
Computational Methods for General Sparse Matrices
– Zlatev
- 1991
|
|
30
|
Further development of a primal-dual interior point method
– Choi, Monma, et al.
- 1990
|
|
28
|
Preconditioning techniques for nonsymmetric and indefinite linear systems
– Saad
- 1988
|
|
23
|
A parallel hybrid sparse linear system solver
– Gallivan, Sameh, et al.
- 1990
|
|
22
|
Least squares computations by Givens transformations without square roots
– Gentleman
- 1973
|
|
19
|
Predicting fill for sparse orthogonal factorization
– Coleman, Edenbrandt, et al.
- 1986
|
|
17
|
Sparse orthogonal schemes for structure optimization using the force method
– Heath, Plemmons, et al.
- 1984
|
|
15
|
De Rijk, On the augmented system approach to sparse least-squares problems
– Arioli, Duff, et al.
- 1989
|
|
15
|
Algorithms and experiments for structural mechanics on high performance architecture
– Berry, Plemmons
|
|
15
|
Partial elimination
– Jennings, Malik
- 1977
|
|
14
|
A survey of multilevel preconditioned iterative methods
– Axelsson, Vassilevski
- 1989
|
|
14
|
Preconditioned conjugate gradient-like methods for nonsymmetric linear systems
– Yang
- 1992
|
|
13
|
On General Row Merging Schemes for Sparse Givens Transformations
– Liu
- 1986
|
|
12
|
The Multifrontal Solution of Sparse Linear Least Squares Problems
– Matstoms
- 1991
|
|
12
|
The Least Squares Problem and Pseudo-Inverses
– Peters, Wilkinson
- 1970
|
|
11
|
Fourier analysis of relaxed incomplete factorization preconditioners
– Chan
- 1991
|
|
11
|
Large-scale geodetic least-squares adjustment by dissection and orthogonal decomposition
– Golub, Plemmons
- 1980
|
|
11
|
A priori error analysis of algebraic processes
– Wilkinson
- 1968
|
|
10
|
Splitting dense columns in sparse linear systems
– Vanderbei
- 1991
|
|
10
|
A data structure for sparse QR and LU factorizations
– GEORGE, LIU, et al.
- 1988
|
|
9
|
Multiprocessor sparse SVD algorithms and Applications
– Berry
- 1990
|
|
9
|
Optimal preconditioners of a given sparsity pattern
– Greenbaum, Rodrigue
- 1989
|
|
9
|
Solving large and sparse linear least-squares problems by conjugate gradient algorithms
– Zlatev, Nielsen
- 1988
|
|
8
|
Shifted incomplete Choleski factorization
– Manteuffel
- 1979
|
|
7
|
Householder reflections versus Givens rotations in sparse orthogonal decomposition
– George, Liu
- 1987
|
|
6
|
A comparison of some methods for the solution of sparse overdetermined systems of linear equations
– Duff, Reid
- 1976
|
|
6
|
Numerical methods for large sparse linear least squares problems
– Heath
- 1984
|
|
6
|
Bidiagonalization of matrices and solution of linear equations
– Paige
- 1974
|
|
5
|
Beware of unperturbed modified incomplete factorizations
– Eijkhout
- 1992
|
|
4
|
Approximate factorizations with S/P consistently ordered M-factors
– Beauwens
- 1989
|
|
4
|
The Solution of Large-Scale Least-Square Problems on
– Duff
- 1990
|
|
4
|
Preconditioning Methods: Analysis and Applications
– Evans
- 1983
|
|
4
|
Orthogonal reduction of sparse matrices to upper triangular form using Householder transformations
– GEORGE, NG
- 1986
|
|
4
|
Convergence of a direct-iterative method for large-scale least-squares problems
– Markham, Neumann, et al.
- 1985
|
|
4
|
On truncated incomplete decompositions
– Wittum, Liebau
- 1989
|
|
3
|
Conjugate Gradient Methods for Constrained Least Squares Problems
– James
- 1990
|
|
2
|
A direct method for the solution of sparse linear least squares problems. Linear Algebra and its Applications
– BjSrck, Duff
- 1980
|
|
2
|
Symbolic Givens reduction and row-ordering in large sparse least squares problems
– Ostrouchov
- 1987
|
|
2
|
Solution of sparse indefinite systems of equations and least squares problems
– Paige, Saunders
- 1973
|
|
2
|
Sparse least squares by conjugate gradients: A comparison of preconditioning methods
– Saunders
- 1979
|
|
2
|
Comparison of two pivotal strategies in sparse plane rotations
– Zlatev
- 1982
|