Skip to main content

A Note on the Sensitivity of Generic Approximate Sparse Pseudoinverse Matrix for Solving Linear Least Squares Problems

  • Conference paper
  • First Online:
Advances in Parallel & Distributed Processing, and Applications

Abstract

During the last decades, research efforts have been focused on the derivation of effective explicit preconditioned iterative methods. In this manuscript, we review the Explicit Preconditioned Conjugate Gradient Least Squares method, based on generic sparse approximate pseudoinverses, in conjunction with approximate pseudoinverse sparsity patterns, based on the modified row-threshold incomplete QR factorization techniques. Additionally, modified Moore-Penrose conditions are presented, and theoretical estimates for the sensitivity of the generic approximate sparse pseudoinverses are derived. Finally, numerical results concerning the generic approximate sparse pseudoinverses by solving characteristic model problems are given. The theoretical estimates were in qualitative agreement with the numerical results.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 299.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 379.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 379.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. M. Arioli, I.S. Duff, Preconditioning linear least-squares problems by identifying a basis matrix. SIAM J. Sci. Comput. 37(5), S544–S561 (2015)

    Article  MathSciNet  Google Scholar 

  2. M. Arioli, I.S. Duff, P.P. de Rijk, On the augmented system approach to sparse least-squares problems. Numer. Math. 55(6), 667–684 (1989)

    Article  MathSciNet  Google Scholar 

  3. Z.Z. Bai, I.S. Duff, A.J. Wathen, A class of incomplete orthogonal factorization methods I: Methods and theories. BIT Numer. Mathem. 41(1), 53–70 (2001)

    Article  MathSciNet  Google Scholar 

  4. M. Benzi, M. Tuma, A robust preconditioner with low memory requirements for large sparse least squares problems. SIAM J. Sci. Comput. 25(2), 499–512 (2003)

    Article  MathSciNet  Google Scholar 

  5. A. Bjorck, Component-wise perturbation analysis and error bounds for linear least squares solutions. BIT Numer. Math. 31(2), 237–244 (1991)

    Article  MathSciNet  Google Scholar 

  6. A. Bjorck, Numerical Methods for Least Squares Problems (SIAM, 1996)

    Google Scholar 

  7. A. Bjorck, T. Elfving, Accelerated projection methods for computing pseudoinverse solutions of systems of linear equations. BIT Num. Math. 19(2), 145–163 (1979)

    Article  MathSciNet  Google Scholar 

  8. R. Bramley, A. Sameh, Row projection methods for large nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 13(1), 168–193 (1992)

    Article  MathSciNet  Google Scholar 

  9. R. Bru, J. Marin, J. Mas, M. Tuma, Preconditioned iterative methods for solving linear least squares problems. SIAM J. Sci. Comput. 36(4), A2002–A2022 (2014)

    Article  MathSciNet  Google Scholar 

  10. E. Chow, A priori sparsity patterns for parallel sparse approximate inverse preconditioners. SIAM J. Sci. Comput. 21(5), 1804–1822 (2000)

    Article  MathSciNet  Google Scholar 

  11. T.A. Davis, Y. Hu, The University of Florida sparse matrix collection. ACM Trans. Math. Softw. 38(1), 1–25 (2011)

    MathSciNet  MATH  Google Scholar 

  12. C.K. Filelis-Papadopoulos, G.A. Gravvanis, Hybrid multilevel solution of sparse least-squares linear systems. Eng. Comput. 34(8), 2752–2766 (2017)

    Article  Google Scholar 

  13. C. Filelis-Papadopoulos, G.A. Gravvanis, E.A. Lipitakis, A note on the convergence rate of a class of approximate sparse inverse matrix methods, in Proceedings of the 20th Pan-Hellenic Conference on Informatics, Art. No 11 (ACM, 2016), pp. 1–6

    Google Scholar 

  14. G.H. Golub, C.F. Van Loan, Matrix Computations, 4th edn. (The Johns Hopkins University Press, Baltimore, 2013)

    MATH  Google Scholar 

  15. G.A. Gravvanis, The rate of convergence of explicit approximate inverse preconditioning. Int. J. Comput. Math. 60(1-2), 77–89 (1996)

    Article  Google Scholar 

  16. G.A. Gravvanis, Explicit approximate inverse preconditioning techniques. Arch. Comput. Meth. Eng. 9(4), 371–402 (2002)

    Article  Google Scholar 

  17. G.A. Gravvanis, High performance inverse preconditioning. Arch. Comput. Meth. Eng. 16(1), 77–108 (2009)

    Article  MathSciNet  Google Scholar 

  18. G.A. Gravvanis, C.K. Filelis-Papadopoulos, E.A. Lipitakis, A note on the comparison of a class of preconditioned iterative methods, in 2012 16th Panhellenic Conference on Informatics (IEEE, 2012), pp. 204–210

    Google Scholar 

  19. G.A. Gravvanis, C. Filelis-Papadopoulos, E.A. Lipitakis, On numerical modeling performance of generalized preconditioned methods, in Proceedings of the 6th Balkan Conference in Informatics (ACM, 2013), pp. 23–30

    Google Scholar 

  20. M. Hegland, On the computation of breeding values, in CONPAR 90 – VAPP IV (Springer, 1990), pp. 232–242

    Google Scholar 

  21. A.S. Householder, A class of methods for inverting matrices. J. Soc. Ind. Appl. Math. 6(2), 189–195 (1958)

    Article  MathSciNet  Google Scholar 

  22. A. Jennings, M. Ajiz, Incomplete methods for solving A TAx=b. SIAM J. Sci. Stat. Comput. 5(4), 978–987 (1984)

    Article  Google Scholar 

  23. S. Kharchenko, L.Y. Kolotilina, A.A. Nikishin, A.Y. Yeremin, A robust AINV-type method for constructing sparse approximate inverse preconditioners in factored form. Numer. Linear Algebra Appl. 8(3), 165–179 (2001)

    Article  MathSciNet  Google Scholar 

  24. N. Li, Y. Saad, MIQR, a multilevel incomplete QR preconditioner for large sparse least-squares problems. SIAM J. on Matrix Analysis and Applications 28(2), 524–550 (2006)

    Article  MathSciNet  Google Scholar 

  25. A.D. Lipitakis, C.K. Filelis-Papadopoulos, G.A. Gravvanis, D. Anagnostopoulos, A note on parallel approximate pseudoinverse matrix techniques for solving linear least squares problems. J. Comput. Sci. 41(101092) (2020)

    Google Scholar 

  26. A.D.E. Lipitakis, C.K. Filelis-Papadopoulos, G.A. Gravvanis, D. Anagnostopoulos, A class of generic approximate sparse pseudoinverse matrix technique based on incomplete QR factorization. submitted (2019)

    Google Scholar 

  27. A.T. Papadopoulos, I.S. Duff, A.J. Wathen, A class of incomplete orthogonal factorization methods. II: Implementation and results. BIT Numer. Math. 45(1), 159–179 (2005)

    MATH  Google Scholar 

  28. R. Penrose, A generalized inverse for matrices, in Mathematical Proceedings of the Cambridge Philosophical Society, vol. 51 (Cambridge University Press, 1955), pp. 406–413

    Google Scholar 

  29. J. Scott, M. Tuma, On positive semidefinite modification schemes for incomplete Cholesky factorization. SIAM J. Sci. Comput. 36(2), A609–A633 (2014)

    Article  MathSciNet  Google Scholar 

  30. X. Wang, K.A. Gallivan, R. Bramley, CIMGS : An incomplete orthogonal factorization preconditioner. SIAM J. Sci. Comput. 18(2), 516–536 (1997)

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

The authors acknowledge the Greek Research and Technology Network (GRNET) for the provision of the National HPC facility ARIS under project PR004033-ScaleSciCompII and PR006053-ScaleSciCompIII.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to A. D. Lipitakis .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2021 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Lipitakis, A.D., Gravvanis, G.A., Filelis-Papadopoulos, C.K., Anagnostopoulos, D. (2021). A Note on the Sensitivity of Generic Approximate Sparse Pseudoinverse Matrix for Solving Linear Least Squares Problems. In: Arabnia, H.R., et al. Advances in Parallel & Distributed Processing, and Applications. Transactions on Computational Science and Computational Intelligence. Springer, Cham. https://doi.org/10.1007/978-3-030-69984-0_21

Download citation

  • DOI: https://doi.org/10.1007/978-3-030-69984-0_21

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-69983-3

  • Online ISBN: 978-3-030-69984-0

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics