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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...
CG VERSUS MINRES: AN EMPIRICAL COMPARISON
conjugate gradient method minimum residual method
2015/7/3
For iterative solution of symmetric systems Ax = b, the conjugate gradient method
(CG) is commonly used when A is positive de nite, while the minimum residual method (MINRES)
is typically reserved f...
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...