English

Geometrical inverse matrix approximation for least-squares problems and acceleration strategies

Numerical Analysis 2019-02-25 v1

Abstract

We extend the geometrical inverse approximation approach for solving linear least-squares problems. For that we focus on the minimization of 1cos(X(ATA),I)1-\cos(X(A^TA),I), where AA is a given rectangular coefficient matrix and XX is the approximate inverse. In particular, we adapt the recently published simplified gradient-type iterative scheme MinCos to the least-squares scenario. In addition, we combine the generated convergent sequence of matrices with well-known acceleration strategies based on recently developed matrix extrapolation methods, and also with some deterministic and heuristic acceleration schemes which are based on affecting, in a convenient way, the steplength at each iteration. A set of numerical experiments, including large-scale problems, are presented to illustrate the performance of the different accelerations strategies.

Keywords

Cite

@article{arxiv.1902.08388,
  title  = {Geometrical inverse matrix approximation for least-squares problems and acceleration strategies},
  author = {Jean-Paul Chehab and Marcos Raydan},
  journal= {arXiv preprint arXiv:1902.08388},
  year   = {2019}
}

Comments

16 pages, 11 figures