Michael A. Saunders

  1. MINRES-QLP: a Krylov subspace method for indefinite or singular symmetric systems.

    Authors: Sou-Cheng T. Choi, Christopher C. Paige, Michael A. Saunders
    Subjects: Numerical Analysis
    Abstract

    CG, SYMMLQ, and MINRES are Krylov subspace methods for solving large
    symmetric systems of linear equations. CG (the conjugate-gradient method) is
    reliable on positive-definite systems, while SYMMLQ and MINRES are designed for
    indefinite systems. When these methods are applied to an incompatible system
    (that is, a singular symmetric least-squares problem), CG could break down and
    SYMMLQ's solution could explode, while MINRES would give a least-squares
    solution but not necessarily the minimum-length solution (often called the
    pseudoinverse solution).

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