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LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
 ACM Trans. Math. Software
, 1982
"... An iterative method is given for solving Ax ~ffi b and minU Ax b 112, where the matrix A is large and sparse. The method is based on the bidiagonalization procedure of Golub and Kahan. It is analytically equivalent to the standard method of conjugate gradients, but possesses more favorable numerica ..."
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Cited by 653 (21 self)
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An iterative method is given for solving Ax ~ffi b and minU Ax b 112, where the matrix A is large and sparse. The method is based on the bidiagonalization procedure of Golub and Kahan. It is analytically equivalent to the standard method of conjugate gradients, but possesses more favorable numerical properties. Reliable stopping criteria are derived, along with estimates of standard errors for x and the condition number of A. These are used in the FORTRAN implementation of the method, subroutine LSQR. Numerical tests are described comparing I~QR with several other conjugategradient algorithms, indicating that I~QR is the most reliable algorithm when A is illconditioned. Categories and Subject Descriptors: G.1.2 [Numerical Analysis]: ApprorJmationleast squares approximation; G.1.3 [Numerical Analysis]: Numerical Linear Algebralinear systems (direct and
QMR: a QuasiMinimal Residual Method for NonHermitian Linear Systems
, 1991
"... ... In this paper, we present a novel BCGlike approach, the quasiminimal residual (QMR) method, which overcomes the problems of BCG. An implementation of QMR based on a lookahead version of the nonsymmetric Lanczos algorithm is proposed. It is shown how BCG iterates can be recovered stably from t ..."
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Cited by 395 (26 self)
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... In this paper, we present a novel BCGlike approach, the quasiminimal residual (QMR) method, which overcomes the problems of BCG. An implementation of QMR based on a lookahead version of the nonsymmetric Lanczos algorithm is proposed. It is shown how BCG iterates can be recovered stably from the QMR process. Some further properties of the QMR approach are given and an error bound is presented. Finally, numerical experiments are reported.
Efficient Linear Circuit Analysis by Pade Approximation via the Lanczos Process,”
 IEEE Trans. ComputerAided Design,
, 1995
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Numerical solution of saddle point problems
 ACTA NUMERICA
, 2005
"... Large linear systems of saddle point type arise in a wide variety of applications throughout computational science and engineering. Due to their indefiniteness and often poor spectral properties, such linear systems represent a significant challenge for solver developers. In recent years there has b ..."
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Cited by 322 (25 self)
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Large linear systems of saddle point type arise in a wide variety of applications throughout computational science and engineering. Due to their indefiniteness and often poor spectral properties, such linear systems represent a significant challenge for solver developers. In recent years there has been a surge of interest in saddle point problems, and numerous solution techniques have been proposed for solving this type of systems. The aim of this paper is to present and discuss a large selection of solution methods for linear systems in saddle point form, with an emphasis on iterative methods for large and sparse problems.
ARPACK Users Guide: Solution of Large Scale Eigenvalue Problems by Implicitly Restarted Arnoldi Methods.
, 1997
"... this document is intended to provide a cursory overview of the Implicitly Restarted Arnoldi/Lanczos Method that this software is based upon. The goal is to provide some understanding of the underlying algorithm, expected behavior, additional references, and capabilities as well as limitations of the ..."
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Cited by 218 (18 self)
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this document is intended to provide a cursory overview of the Implicitly Restarted Arnoldi/Lanczos Method that this software is based upon. The goal is to provide some understanding of the underlying algorithm, expected behavior, additional references, and capabilities as well as limitations of the software. 1.7 Dependence on LAPACK and BLAS
Krylov Projection Methods For Model Reduction
, 1997
"... This dissertation focuses on efficiently forming reducedorder models for large, linear dynamic systems. Projections onto unions of Krylov subspaces lead to a class of reducedorder models known as rational interpolants. The cornerstone of this dissertation is a collection of theory relating Krylov p ..."
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Cited by 213 (3 self)
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This dissertation focuses on efficiently forming reducedorder models for large, linear dynamic systems. Projections onto unions of Krylov subspaces lead to a class of reducedorder models known as rational interpolants. The cornerstone of this dissertation is a collection of theory relating Krylov projection to rational interpolation. Based on this theoretical framework, three algorithms for model reduction are proposed. The first algorithm, dual rational Arnoldi, is a numerically reliable approach involving orthogonal projection matrices. The second, rational Lanczos, is an efficient generalization of existing Lanczosbased methods. The third, rational power Krylov, avoids orthogonalization and is suited for parallel or approximate computations. The performance of the three algorithms is compared via a combination of theory and examples. Independent of the precise algorithm, a host of supporting tools are also developed to form a complete modelreduction package. Techniques for choosing the matching frequencies, estimating the modeling error, insuring the model's stability, treating multipleinput multipleoutput systems, implementing parallelism, and avoiding a need for exact factors of large matrix pencils are all examined to various degrees.
An Implementation of the LookAhead Lanczos Algorithm for NonHermitian Matrices Part I
, 1991
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Matrices, vector spaces, and information retrieval
 SIAM Review
, 1999
"... Abstract. The evolution of digital libraries and the Internet has dramatically transformed the processing, storage, and retrieval of information. Efforts to digitize text, images, video, and audio now consume a substantial portion of both academic and industrial activity. Even when there is no short ..."
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Cited by 143 (3 self)
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Abstract. The evolution of digital libraries and the Internet has dramatically transformed the processing, storage, and retrieval of information. Efforts to digitize text, images, video, and audio now consume a substantial portion of both academic and industrial activity. Even when there is no shortage of textual materials on a particular topic, procedures for indexing or extracting the knowledge or conceptual information contained in them can be lacking. Recently developed information retrieval technologies are based on the concept of a vector space. Data are modeled as a matrix, and a user’s query of the database is represented as a vector. Relevant documents in the database are then identified via simple vector operations. Orthogonal factorizations of the matrix provide mechanisms for handling uncertainty in the database itself. The purpose of this paper is to show how such fundamental mathematical concepts from linear algebra can be used to manage and index large text collections. Key words. information retrieval, linear algebra, QR factorization, singular value decomposition, vector spaces
A note on the stochastic realization problem
 Hemisphere Publishing Corporation
, 1976
"... Abstract. Given a mean square continuous stochastic vector process y with stationary increments and a rational spectral density such that (oo) is finite and nonsingular, consider the problem of finding all minimal (wide sense) Markov representations (stochastic realizations) of y. All such realizati ..."
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Cited by 133 (28 self)
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Abstract. Given a mean square continuous stochastic vector process y with stationary increments and a rational spectral density such that (oo) is finite and nonsingular, consider the problem of finding all minimal (wide sense) Markov representations (stochastic realizations) of y. All such realizations are characterized and classified with respect to deterministic as well as probabilistic properties. It is shown that only certain realizations (internal stochastic realizations) can be determined from the given output process y. All others (external stochastic realizations)require that the probability space be extended with an exogeneous random component. A complete characterization of the sets of internal and external stochastic realizations is provided. It is shown that the state process of any internal stochastic realization can be expressed in terms of two steadystate KalmanBucy filters, one evolving forward in time over the infinite past and one backward over the infinite future. An algorithm is presented which generates families Of external realizations defined on the same probability space and totally ordered with respect to state covariances. 1. Introduction. One
Overview and recent advances in partial least squares
 in ‘Subspace, Latent Structure and Feature Selection Techniques’, Lecture Notes in Computer Science
, 2006
"... Partial Least Squares (PLS) is a wide class of methods for modeling relations between sets of observed variables by means of latent variables. It comprises of regression and classification tasks as well as dimension reduction techniques and modeling tools. The underlying assumption of all PLS method ..."
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Cited by 130 (4 self)
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Partial Least Squares (PLS) is a wide class of methods for modeling relations between sets of observed variables by means of latent variables. It comprises of regression and classification tasks as well as dimension reduction techniques and modeling tools. The underlying assumption of all PLS methods is that the