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Persistent URL http://purl.org/net/epubs/work/42415297
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Record Id 42415297
Title Strengths and limitations of stretching for least-squares problems with some dense rows
Abstract We recently introduced a sparse stretching strategy for handling dense rows that can arise in large-scale linear least-squares problems and make such problems challenging to solve. Sparse stretching is designed to limit the amount of fill within the stretched normal matrix and hence within the subsequent Cholesky factorization. While preliminary results demonstrated that sparse stretching performs significantly better than standard stretching, it has a number of limitations. In this paper, we discuss and illustrate these limitations and propose new strategies that are designed to overcome them. Numerical experiments on problems arising from practical applications are used to demonstrate the effectiveness of these new ideas. We consider both direct and preconditioned iterative solvers.
Organisation STFC , SCI-COMP
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Related Research Object(s): 48588574
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Language English (EN)
Type Details URI(s) Local file(s) Year
Preprint RAL Preprints RAL-P-2019-001, ACM Trans Math Software STFC, 2019. RAL-P-2019-001.pdf 2019