• Title/Summary/Keyword: CGNR

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A PRECONDITIONER FOR THE NORMAL EQUATIONS

  • Salkuyeh, Davod Khojasteh
    • Journal of applied mathematics & informatics
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    • v.28 no.3_4
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    • pp.687-696
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    • 2010
  • In this paper, an algorithm for computing the sparse approximate inverse factor of matrix $A^{T}\;A$, where A is an $m\;{\times}\;n$ matrix with $m\;{\geq}\;n$ and rank(A) = n, is proposed. The computation of the inverse factor are done without computing the matrix $A^{T}\;A$. The computed sparse approximate inverse factor is applied as a preconditioner for solving normal equations in conjunction with the CGNR algorithm. Some numerical experiments on test matrices are presented to show the efficiency of the method. A comparison with some available methods is also included.