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LSRN: A PARALLEL ITERATIVE SOLVER FOR STRONGLY OVER- OR UNDERDETERMINED SYSTEMS

We describe a parallel iterative least squares solver named LSRN that is based on random normal projection. LSRN computes the min-length solution to min(x∈ℝ(n)) ‖Ax − b‖(2), where A ∈ ℝ(m × n) with m ≫ n or m ≪ n, and where A may be rank-deficient. Tikhonov regularization may also be included. Since...

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Detalhes bibliográficos
Publicado no:SIAM J Sci Comput
Main Authors: Meng, Xiangrui, Saunders, Michael A., Mahoney, Michael W.
Formato: Artigo
Idioma:Inglês
Publicado em: 2014
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4238893/
https://ncbi.nlm.nih.gov/pubmed/25419094
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1137/120866580
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