A note on preconditioned iterative methods for least squares problems

Abstract

In this note new preconditioners are introduced for least squares problems with the result that new smaller reduced systems are derived. Then the SOR method, the generalized conjugate gradient method and the adjusted generalized conjugate gradient method can be applied to solve the problem with less computational work.

Keywords:

• SOR method
• generalized conjugate gradient method
• least squares problems
• preconditioner techniques

^∗The work of this author was supported by CNP_q, Brazil.

^∗The work of this author was supported by CNP_q, Brazil.

Notes

^∗The work of this author was supported by CNP_q, Brazil.