4.5 Article Proceedings Paper

On Kaczmarz's projection iteration as a direct solver for linear least squares problems

Journal

LINEAR ALGEBRA AND ITS APPLICATIONS
Volume 436, Issue 2, Pages 389-404

Publisher

ELSEVIER SCIENCE INC
DOI: 10.1016/j.laa.2011.02.017

Keywords

Kaczmarz algorithm; Extended Kaczmarz algorithm; Direct projection methods; Linear least squares problems; Rigid multibody dynamics

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In this paper we construct and theoretically analyze a class of direct projection algorithms for the numerical solution of linear least squares problems. These algorithms are obtained by adding supplementary directions for projection, constructed as linear combinations of the initial system rows and columns, in Kaczmarz and Extended Kaczmarz iterative methods. The above ideas are extended to the block row and column versions of the previously mentioned methods. The developed algorithms are then compared with other direct projection-based methods by the application to problems arising in multibody elasticity. (C) 2011 Elsevier Inc. All rights reserved.

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