BEGIN:VCALENDAR VERSION:2.0 PRODID:-//132.216.98.100//NONSGML kigkonsult.se iCalcreator 2.20.4// BEGIN:VEVENT UID:20251122T001827EST-7321c0sxn8@132.216.98.100 DTSTAMP:20251122T051827Z DESCRIPTION:LSLQ: An Iterative Method for Linear Least-Squares with an Erro r Minimization Property.\n\nAbstract:  We propose an iterative method name d LSLQ for solving linear least-squares problems of any shape. The method is based on the Golub and Kahan process\, where the dominant cost is produ cts with the linear operator and its transpose. In the rank-deficient case \, LSLQ identifies the minimum-length least-squares solution. LSLQ is form ally equivalent to SYMMLQ applied to the normal equations\, so that the cu rrent estimate's Euclidean norm increases monotonically while the associat ed error norm decreases monotonically. We provide lower and upper bounds o n the error in the Euclidean norm along the LSLQ iterations. The upper bou nd translates to an upper bound on the error norm along the LSQR iteration s\, which was previously unavailable\, and provides an error-based stoppin g criterion involving a transition to the LSQR point. We report numerical experiments on standard test problems and on a full-wave inversion problem arising from geophysics in which an approximate least-squares solution co rresponds to an approximate gradient of a relevant penalty function that i s to be minimized. Joint work with Ron Estrin and Michael A. Saunders (ICM E\, Stanford University).\n DTSTART:20171023T200000Z DTEND:20171023T210000Z LOCATION:Room 1205\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue Sherbrooke Ouest SUMMARY:Dominique Orban (Polytechnique Montréal) URL:/mathstat/channels/event/dominique-orban-polytechn ique-montreal-279359 END:VEVENT END:VCALENDAR