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Preconditioned Conjugate Gradient Method and Generalized Successive Overrelaxation Method for the Least Squares Problems.
- Source :
- International Journal of Computer Mathematics; May2002, Vol. 79 Issue 5, p593-602, 10p, 1 Graph
- Publication Year :
- 2002
-
Abstract
- In a recent paper [4], Li et al . gave a generalized successive overrelaxation (GSOR) method for the least squares problems. In this paper, the connection between the GSOR method and the preconditioned conjugate gradient (PCG) method for the normal equations is investigated. It is shown that the PCG method is at least as fast as the GSOR method. Numerical examples demonstrates that the PCG method is much faster than the GSOR method. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00207160
- Volume :
- 79
- Issue :
- 5
- Database :
- Complementary Index
- Journal :
- International Journal of Computer Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 11551130
- Full Text :
- https://doi.org/10.1080/00207160210949