https://github.com/jvde-github/mcgls
Conjugate Gradient method for systems of multi-shift least squares problems
https://github.com/jvde-github/mcgls
conjugate-gradient multi-shift numerical
Last synced: 8 months ago
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Conjugate Gradient method for systems of multi-shift least squares problems
- Host: GitHub
- URL: https://github.com/jvde-github/mcgls
- Owner: jvde-github
- Created: 2019-10-20T10:43:27.000Z (over 6 years ago)
- Default Branch: master
- Last Pushed: 2022-04-24T19:40:56.000Z (almost 4 years ago)
- Last Synced: 2025-03-03T02:24:31.748Z (11 months ago)
- Topics: conjugate-gradient, multi-shift, numerical
- Language: MATLAB
- Homepage:
- Size: 150 KB
- Stars: 1
- Watchers: 2
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# MCGLS
Multi-shift CGLS - Conjugate Gradient method for systems of multi-shift least squares problems
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.