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Variable parameter Uzawa method for solving the indefinite least squares problem
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Abstract
In this paper, the variable parameter Uzawa method is presented to solve the indefinite least squares problem. The proposed iterative method is unconditionally convergent, and its iterative algorithm and parameter designing are simple and efficient. Numerical experiments show that the variable parameter Uzawa method is superior to the USSOR method \cite{17} and the splitting-based randomized iterative method \cite{21}.
Title: Variable parameter Uzawa method for solving the indefinite least squares problem
Description:
Abstract
In this paper, the variable parameter Uzawa method is presented to solve the indefinite least squares problem.
The proposed iterative method is unconditionally convergent, and its iterative algorithm and parameter designing are simple and efficient.
Numerical experiments show that the variable parameter Uzawa method is superior to the USSOR method \cite{17} and the splitting-based randomized iterative method \cite{21}.
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