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arxiv: 1902.08388 · v1 · pith:KDUOU5TInew · submitted 2019-02-22 · 🧮 math.NA · cs.NA

Geometrical inverse matrix approximation for least-squares problems and acceleration strategies

classification 🧮 math.NA cs.NA
keywords accelerationinverseleast-squaresmatrixproblemsstrategiesapproximationgeometrical
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We extend the geometrical inverse approximation approach for solving linear least-squares problems. For that we focus on the minimization of $1-\cos(X(A^TA),I)$, where $A$ is a given rectangular coefficient matrix and $X$ is the approximate inverse. In particular, we adapt the recently published simplified gradient-type iterative scheme MinCos to the least-squares scenario. In addition, we combine the generated convergent sequence of matrices with well-known acceleration strategies based on recently developed matrix extrapolation methods, and also with some deterministic and heuristic acceleration schemes which are based on affecting, in a convenient way, the steplength at each iteration. A set of numerical experiments, including large-scale problems, are presented to illustrate the performance of the different accelerations strategies.

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