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MINRES-QLP

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MINRES-QLP

by Sou-Cheng

 

28 Jun 2013

Computing min-length (pseudoinverse) solution to symmetric (possibly singular) Ax=b or min||Ax-b||.

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REFERENCES:
  Sou-Cheng T. Choi and Michael A. Saunders,
  ALGORITHM: MINRES-QLP for Singular Symmetric and Hermitian Linear
  Equations and Least-Squares Problems, to appear in ACM Transactions on
  Mathematical Software.
 
  Sou-Cheng T. Choi, Christopher C. Paige, and Michael A. Saunders,
  MINRES-QLP: A Krylov Subspace Method for Indefinite or Singular Symmetric
  Systems, SIAM Journal on Scientific Computing, Vol. 33, No. 4, August
  2011, pp. 1810--1836.
 
  Sou-Cheng T. Choi's PhD Dissertation, Stanford University, 2006:
    http://www.stanford.edu/group/SOL/dissertations.html
 
  CURRENT / FUTURE RELEASES of minresqlp:
    Version 2:
       http://code.google.com/p/minres-qlp/
       http://www.mathworks.com/matlabcentral/fileexchange
    Version 1:
       http://code.google.com/p/minres-qlp/
       http://www.stanford.edu/group/SOL/download.html
    Other implementations in Fortran 90/95, Python:
       http://code.google.com/p/minres-qlp/
 

Required Products MATLAB
MATLAB release MATLAB 7.12 (R2011a)
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algorithm, hermitian linear systems, linear leastsquares problems, preconditioner, singular, symmetric
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