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LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
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Source ACM Transactions on Mathematical Software (TOMS) archive
Volume 8 ,  Issue 1  (March 1982) table of contents
Pages: 43 - 71  
Year of Publication: 1982
ISSN:0098-3500
Authors
Christopher C. Paige  School of Computer Science, McGill University, Montreal, P.Q., Canada H3C 3G1
Michael A. Saunders  Department of Operations Research, Stanford University, Stanford, CA
Publisher
ACM  New York, NY, USA
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Downloads (6 Weeks): 49,   Downloads (12 Months): 342,   Citation Count: 53
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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
1
BJORCK, A. Use of conjugate gradients for solving linear least squares problems. In Duff, I.S. (Ed.), Conjugate-Gradwnt Methods and Stmilar Techntques, Rep. AERE R-9636, Computer Science and Systems Division, AERE Harwell, England, 1979, 48-71.
 
2
BJORCK, A, AND DUFF, I.S. A direct method for the solution of sparse linear least squares problems. Linear Algebra Appl. 34 (1980), 43-67.
 
3
BJORCK, A, AND ELFVING, T. Accelerated projection methods for computing Pseudoinverse solutions of systems of linear equations. Res Rep. LITH-MAT-R-1978-5, Dep. Mathematics, Linkoping Univ., Linkoping, Sweden, 1978.
 
4
CHEW, Y.T. Iterative methods for linear least-squares problems. Res. Rep. CS-75-04, Dep. of Computer Science, Univ. Waterloo, Waterloo, Ont., Canada, 1975.
 
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ELFVING, T. On the conjugate gradient method for solving linear least-squares problems. Res. Rep. L1TH-MAT-R-1978-3, Dep. Mathematics, Linkoping Univ., Link6ping, Sweden, 1978.
 
6
FADDEEV, D.K., AND FADDEEVA, V.N. Computational Methods of Linear Algebra, Freeman, London, 1963.
 
7
GEORGE, A, AND HEATH, M T. Solution of sparse linear least squares problems using Givens rotations. Linear Algebra Appl. 34 (1980), 69-83.
 
8
GOLUB, G.H. Numerical methods for solving linear least-squares problems. Numer. Math. 7 (1965), 206-216.
 
9
GOLUB, G.H., AND KAHAN, W. Calculating the singular values and pseudoinverse of a matrix. SIAM J. Numer. Anal. 2 (1965), 205-224.
 
10
HESTENES, M.R., AND STIEFEL, E. Methods of conjugate gradients for solving linear systems J. Res. N.B.S. 49 (1952), 409-436.
 
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HOUSEHOLDER, A.S. Terminating and non-terminating iterations for solving linear systems. SIAM J. Appl. Math. 3 (1955), 67-72.
 
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KENNEDY, W.J., AND GENTLE, J.E. Stat~stwal Computing. Marcel Dekker, Inc., New York and Basel, 1980.
 
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LANCZOS, C. An iteration method for the solution of the eigenvalue problem of linear differential and integral operators. J Res. N.B.S. 45 (1950), 255-282.
 
14
LEwis, J.G. Algorithms for sparse matrix eigenvalue problems. Res. Rep. STAN-CS-77-595, Stanford Univ., Stanford, CA, 1977.
 
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NASHED, M.Z. Aspects of generalized inverses in analysis and regularization. In Nashed, M.A. (Ed.), Generahzed Inverses and Applwat~ons, Academic Press, New York, 1976, 193-244.
 
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NELDER, J.A. GLIMManual. Numerical Algorithms Group, 13 Banbury Road, Oxford, England, 1975
 
17
PAIGE, C.C. Bidiagonahzatlon of matrices and solution of linear equations. SIAM J. Numer. Anal. 11 (1974), 197-209.
 
18
PAIGE, C.C. Error analysis of the Lanczos algorithm for tridiagonalizing a symmetric matrix. J. Inst. Maths. Appl 18 (1976), 341-349.
 
19
PAIGE, C.C., AND SAUNDERS, M.A. Solution of sparse indefinite systems of equations and leastsquares problems Res. Rep. STAN-CS-73-399, Stanford Univ., Stanford, CA, 1973.
 
20
PAIGE, C.C., AND SAUNDERS, M.A. Solution of sparse indefinite systems of linear equations. SIAM J. Numer. Anal. 12 (1975), 617-629.
 
21
PAIGE, C.C., AND SAUNDERS, M.A. A bidiagonalization algorithm for sparse linear equations and least-squares problems. Rep. SOL 78-19, Dep. Operations Research, Stanford Univ., Stanford, CA, 1978.
22
 
23
STEWART, G.W. Research, development and LINPACK. In Rice, J.R. (Ed.), Mathematwal Software III, Academic Press, New York, 1977, pp. 1-14.
 
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VAN HEIJST, J., JACOBS, J., AND SCHERDERS, J. Kleinste-kwadraten problemen. Dep. Mathematics Rep., Eindhoven University of Technology, Eindhoven, The Netherlands, August 1976
 
25

CITED BY  53

Collaborative Colleagues:
Christopher C. Paige: colleagues
Michael A. Saunders: colleagues