The block LSMR algorithm for solving linear systems with multiple right-hand sides
سال انتشار: 1394
نوع سند: مقاله ژورنالی
زبان: انگلیسی
مشاهده: 612
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شناسه ملی سند علمی:
JR_IJNAO-5-2_002
تاریخ نمایه سازی: 6 شهریور 1396
چکیده مقاله:
LSMR (Least Squares Minimal Residual) is an iterative method for the solution of the linear system of equations and leastsquares problems. This paper presents a block version of the LSMR algorithm for solving linear systems with multiple right-hand sides. The new algorithm is based on the block bidiagonalization and derived by minimizing the Frobenius norm of the resid ual matrix of normal equations. In addition, the convergence of the proposed algorithm is discussed. In practice, it is also observed that the Frobenius norm of the residual matrix decreases monotonically. Finally, numerical experiments from real applications are employed to verify the effectiveness of the presented method.
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نویسندگان
f Toutounian
Department of Applied Mathematics, Faculty of Mathematical Sciences, Ferdowsi Univer-sity of Mashhad, Iran.The Center of Excellence on Modelling and Control Systems, Ferdowsi University of Mash-had, Iran.
m Mojarrab
Department of Applied Mathematics, Faculty of Mathematical Sciences, Ferdowsi Univer-sity of Mashhad, Iran. Department of Mathematics, University of Sistan and Baluchestan, Zahedan, Iran.