Subspace Preconditioned LSQR for Discrete Ill-Posed Problems

We present a novel implementation of a two-level iterative method for the solution of discrete linear ill-posed problems. The algorithm is algebraically equivalent to the two-level Schur complement CG algorithm of Hanke and Vogel, but involves less work per iteration. We review the algorithm, discuss our implementation, and show promising results from numerical experiments that give insight into the proper use of the algorithm.This revised version was published online in October 2005 with corrections to the Cover Date.