THE PRECONDITIONED GAOR METHODS FOR GENERALIZED LEAST SQUARES PROBLEMS

Yifen Ke; Changfeng Ma; Huai Zhang

doi:10.11948/20190431

2021 Volume 11 Issue 3

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Yifen Ke, Changfeng Ma, Huai Zhang. THE PRECONDITIONED GAOR METHODS FOR GENERALIZED LEAST SQUARES PROBLEMS[J]. Journal of Applied Analysis & Computation, 2021, 11(3): 1138-1160. doi: 10.11948/20190431

Citation:

Yifen Ke, Changfeng Ma, Huai Zhang. THE PRECONDITIONED GAOR METHODS FOR GENERALIZED LEAST SQUARES PROBLEMS[J]. Journal of Applied Analysis & Computation, 2021, 11(3): 1138-1160. doi: 10.11948/20190431

THE PRECONDITIONED GAOR METHODS FOR GENERALIZED LEAST SQUARES PROBLEMS

1.
College of Mathematics and Informatics & FJKLMAA, Center for Applied Mathematics of Fujian Province, Fujian Normal University, Fuzhou 350117, China

Corresponding author: Email address: hzhang@ucas.ac.cn (H. Zhang)

Abstract

Abstract

In this paper, we present some preconditioned generalized AOR (denoted by GAOR) methods for solving generalized least squares problems. We also compare the spectral radii of the iteration matrices of the proposed preconditioned and original methods. Finally, numerical experiments are provided to confirm the theoretical results.
- Generalized least squares problem /
- GAOR method /
- preconditioned /
- convergence analysis
MSC: 65F10

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References

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