Matlab Database > Linear Algebra > Least Squares Problems > Multishift CGLS

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Title: Multishift CGLS
Author: Jasper van den Eshof
E-Mail: eshof-AT-am.uni-duesseldorf.de
Institution: University of Duesseldorf
Description: Multi-shift CGLS

solves the systems of linear equations
(A'*A+TAU(I)*EYE(N))*X(:,I)=A'*B (I=1:L)
for X with the multishift CGLS algorithm. The right hand side (column)
vector B must have length M, where the coefficient matrix A is M-by-N.
TAU is a vector of reals (the shifts) of length L.

For a short demo run main.m


Reference:
Jasper van den Eshof and Gerard Sleijpen,
Accurate conjugate gradient methods for families of shifted systems,
Applied Numerical Mathematics, Volume 49, Issue 1, 2004. Pages 17-37.
Keywords: Conjugate Gradient method; Least squares; shifted systems
File Name: MShift.zip
File Size: 7 KB
File Version: 1.0
Matlab Version: 5.x
Date: 2004-05-21
Downloads: 2194
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