In this paper we analyze the behavior of the LSQR algorithm for the solution of compact operator equations in Hilbert spaces. We present results concerning existence of Krylov solutions and the rate of convergence in terms of an lp sequence where p depends on the summability of the singular values of the operator. Under stronger regularity requirements we also consider the decay of the error. Finally we study the approximation of the dominant singular values of the operator attainable with the bidiagonal matrices generated by the Lanczos bidiagonalization and the arising low rank approximations. Some numerical experiments on classical test problems are presented.

Convergence analysis of LSQR for compact operator equations

Novati, Paolo
2019-01-01

Abstract

In this paper we analyze the behavior of the LSQR algorithm for the solution of compact operator equations in Hilbert spaces. We present results concerning existence of Krylov solutions and the rate of convergence in terms of an lp sequence where p depends on the summability of the singular values of the operator. Under stronger regularity requirements we also consider the decay of the error. Finally we study the approximation of the dominant singular values of the operator attainable with the bidiagonal matrices generated by the Lanczos bidiagonalization and the arising low rank approximations. Some numerical experiments on classical test problems are presented.
File in questo prodotto:
File Dimensione Formato  
LAA_2019.pdf

Accesso chiuso

Descrizione: articolo principale
Tipologia: Documento in Versione Editoriale
Licenza: Copyright Editore
Dimensione 503.79 kB
Formato Adobe PDF
503.79 kB Adobe PDF   Visualizza/Apri   Richiedi una copia
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11368/2948594
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 3
  • ???jsp.display-item.citation.isi??? 2
social impact