A Bidiagonalization Algorithm for Sparse Linear Equations and Least-Squares Problems.
Abstract
A method is given for solving Ax = b and min value of (Ax-b) sub 2 where the matrix A is large and sparse. The method is based on the bidiagonalization procedure of Golub and Kahan. It is analytical equivalent to the method of conjugate gradients (CG) but possesses more favorable numerical properties. The Fortran implementation of the method (subroutine LSQR) incorporates reliable stopping criteria and provides estimates of various quantities including standard errors for x and the condition number of A. Numerical tests are described comparing LSQR with several other CG algorithms. Further results for a large practical problem illustrate the effect of pre-conditioning least-squares problems using a sparse LU factorization of A. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1978
- Accession Number
- ADA063334
Entities
People
- Christopher C. Paige
- Michael Saunders
Organizations
- Stanford University