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MINRES-QLP: A KRYLOV SUBSPACE METHOD FOR INDEFINITE OR SINGULAR SYMMETRIC SYSTEMS
MINRES Krylov subspace method Lanczos process
2015/7/3
CG, SYMMLQ, and MINRES are Krylov subspace methods for solving symmetric
systems of linear equations. When these methods are applied to an incompatible system (that is,
a singular symmetric least-sq...
Algorithm 937: MINRES-QLP for Symmetric and Hermitian Linear Equations and Least-Squares Problems
Symmetric Hermitian Linear
2015/7/3
If the system is singular, MINRES-QLP computes the unique
minimum-length solution (also known as the pseudoinverse solution), which generally eludes MINRES. In
all cases, it overcomes a potential in...
ON THE STABILITY OF CHOLESKY FACTORIZATION FOR SYMMETRIC QUASIDEFINITE SYSTEMS*
indefinite systems symmetric quasidefinite (sqd) systems
2015/7/3
Sparse linear equations Kd r are considered, where K is a specially structured
symmetric indefinite matrix that arises in numerical optimization and elsewhere. Under certain
conditions, K is quaside...