Sparse linear least-squares problems
Least-squares problems are a cornerstone of computational science and engineering. Over the years, the size of the problems that researchers and practitioners face has constantly increased, making it essential that sparsity is exploited in the solution process. The goal of this article is to present a broad review of key algorithms for solving large-scale linear least-squares problems. This includes sparse direct methods and algebraic preconditioners that are used in combination with iterative solvers. Where software is available, this is highlighted.
Authors
- Miroslav Tůma (ORCID: https://orcid.org/0000-0003-2808-6929)
- J. A. Scott (ORCID: https://orcid.org/0000-0003-2130-1091)
Institutions
- Rutherford Appleton Laboratory (GB)
- Charles University (CZ)
- Numerical Method (China) (CN)
Publication Details
- Journal
- Acta Numerica
- Published
- 2025-07-01
- DOI
- https://doi.org/10.1017/s0962492924000059
- Citations
- 4
- Primary Topic
- Statistical and numerical algorithms
- Type
- article
- Field-Weighted Citation Impact
- 11.18
Funders
- Univerzita Karlova v Praze
- University of Reading
- Engineering and Physical Sciences Research Council