Preconditioned Kaczmarz-Extended algorithm with relaxation parameters |
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Authors: | Constantin Popa |
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Institution: | 1. Faculty of Mathematics and Informatics, ”OVIDIUS” University, Blvd. Mamaia 124, 8700, Constanta, Romania
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Abstract: | We analyse in this paper the possibility of using preconditioning techniques as for square non-singular systems, also in the
case of inconsistent least-squares problems. We find conditions in which the minimal norm solution of the preconditioned least-squares
problem equals that of the original problem. We also find conditions such that the Kaczmarz-Extended algorithm with relaxation
parameters (analysed by the author in 4]), can be adapted to the preconditioned least-squares problem. In the last section
of the paper we present numerical experiments, with two variants of preconditioning, applied to an inconsistent linear least-squares
model problem. |
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Keywords: | |
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