求解不定最小二乘法问题的可变参数乌泽法

IF 1.7 3区数学 Q2 MATHEMATICS, APPLIED

Numerical Algorithms Pub Date : 2024-07-31 DOI:10.1007/s11075-024-01905-w

Lingsheng Meng, Kailiang Xin, Jun Li

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引用次数: 0

摘要

本文提出了解决不定最小二乘法问题的变参数乌泽法。本文提出的迭代法无条件收敛，其迭代算法和参数设计简单高效。数值实验表明，变参数 Uzawa 方法优于 USSOR 方法（Song，Int. J. Comput. Math. 97，1781-1791 2020）和基于分裂的随机迭代法（Zhang 和 Li，Appl.）

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Variable parameter Uzawa method for solving the indefinite least squares problem

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Variable parameter Uzawa method for solving the indefinite least squares problem

In this paper, the variable parameter Uzawa method is presented to solve the indefinite least squares problem. The proposed iterative method is unconditionally convergent, and its iterative algorithm and parameter designing are simple and efficient. Numerical experiments show that the variable parameter Uzawa method is superior to the USSOR method (Song, Int. J. Comput. Math. 97, 1781–1791 2020) and the splitting-based randomized iterative method (Zhang and Li, Appl. Math. Comput. 446, 127892 2023).

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来源期刊

Numerical Algorithms 数学-应用数学

CiteScore

4.00

自引率

9.50%

发文量

201

审稿时长

9 months

期刊介绍： The journal Numerical Algorithms is devoted to numerical algorithms. It publishes original and review papers on all the aspects of numerical algorithms: new algorithms, theoretical results, implementation, numerical stability, complexity, parallel computing, subroutines, and applications. Papers on computer algebra related to obtaining numerical results will also be considered. It is intended to publish only high quality papers containing material not published elsewhere.