应用数学和力学2012，Vol.33Issue(3)：357-365,9.DOI:10.3879/j.issn.1000-0887.2012.03.009
求解加权线性最小二乘问题的预处理迭代方法
Preconditioned Iterative Methods for Solving Weighted Linear Least Squares Problems
摘要
Abstract
The preconditioned iterative methods for solving linear systems based on a class of weighted linear least square problems were proposed, which were the preconditioned generalized accelerated overrelaxation (GAOR) methods. Some convergence and comparison results were obtained. The comparison results show that the convergence rate of the preconditioned iterative methods is indeed better than the rate of the original methods, whenever the original methods are convergent. Furthermore, effectiveness of the new preconditioned methods is shown by numerical experiment.关键词
预处理因子/GAOR方法/加权最小二乘问题/收敛Key words
preconditioning/ GAOR method/ weighted linear least squares problems/ convergence/ comparison分类
数理科学引用本文复制引用
沈海龙,邵新慧,张铁..求解加权线性最小二乘问题的预处理迭代方法[J].应用数学和力学,2012,33(3):357-365,9.基金项目
国家自然科学基金资助项目(11071033):中央高校基本业务费资助项目(090405013) （11071033）
