134
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

USSOR method for solving the indefinite least squares problem

Pages 1781-1791 | Received 29 Oct 2018, Accepted 13 Aug 2019, Published online: 04 Sep 2019

References

  • A. Bojanczyk, N.J. Higham and H. Patel, Solving the indefinite least squares problem by hyperbolic QR factorization, SIAM J. Matrix Anal. Appl. 24 (2003), pp. 914–931. doi: 10.1137/S0895479802401497
  • S. Chandrasekaran, M. Gu and A.H. Sayed, A stable and efficient algorithm for the indefinite linear least-squares problem, SIAM J. Matrix Anal. Appl. 20 (1998), pp. 354–362. doi: 10.1137/S0895479896302229
  • B. Hassibi, A.H. Sayed and T. Kailath, Linear estimation in Krein spaces. Part I: Theory, IEEE Trans. Automat. Contr. 41 (1996), pp. 18–33. doi: 10.1109/9.481605
  • S.V. Hufel and J. Vandewalle, The Total Least Squares Problem: Computational Aspects and Analysis, SIAM, Philadelphia, 1991.
  • R. Li, Z. Jiang and L. Gao, Domains of superior convergence of the USSOR method to that of the SOR, SSOR methods, Numer. Math. J. Chinese Univ. 2 (1997), pp. 149–155.
  • Q. Liu and X. Li, Preconditioned conjugate gradient methods for the solution of indefinite least squares problems, Calcolo 48 (2011), pp. 261–271. doi: 10.1007/s10092-011-0039-8
  • Q. Liu and A. Liu, Block SOR methods for the solution of indefinite least squares problems, Calcolo 51 (2014), pp. 367–379. doi: 10.1007/s10092-013-0090-8
  • W. Niethammer, Relaxation bei komplexen Matrizen, Math. Z. 86 (1964), pp. 34–40. doi: 10.1007/BF01111275
  • Y.G. Saridakis, On the analysis of the unsymmetric successive overrelaxation method when applied to p-Cyclic matrices, Numer. Math. 49 (1986), pp. 461–473. doi: 10.1007/BF01389700
  • A.H. Sayed, B. Hassibi and T. Kailath, Inertia properties of indefinite quadratic forms, IEEE. Signal Process. Lett. 3 (1996), pp. 57–59. doi: 10.1109/97.484217
  • X. Tang and Q. Liu, Block overrelaxation iterative methods for indefinite least squares problems, Comm. Appl. Math. Comput. 29 (2015), pp. 269–277.
  • D.M. Young, Iterative Solution of Large Linear Systems, Academic, New York, 1971.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.