Row-Splitting ILU Preconditioners for Sparse Least-Squares Problems

Fuente: arXiv
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Autori principali: Scott, Jennifer, Tůma, Miroslav
Natura: Preprint
Pubblicazione: 2026
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author Scott, Jennifer
Tůma, Miroslav
author_facet Scott, Jennifer
Tůma, Miroslav
contents Preconditioning for overdetermined least-squares problems has received comparatively little attention, and designing methods that are both effective and memory-efficient remains challenging. We propose a class of ILU-based preconditioners built around a row-splitting strategy that identifies a well-conditioned square submatrix via an incomplete LU factorization and combines its incomplete factors with algebraic corrections from the remaining rows. This construction avoids forming the normal equations and is well suited to problems for which the normal matrix is ill-conditioned or relatively dense. Numerical experiments on test problems arising from practical applications illustrate the effectiveness of the proposed approach when used with a Krylov subspace solver and demonstrate it can outperform preconditioners based on incomplete Cholesky factorization of the normal equations, including for sparse-dense problems, where the splitting naturally isolates dense rows.
format Preprint
id arxiv_https___arxiv_org_abs_2603_28642
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Row-Splitting ILU Preconditioners for Sparse Least-Squares Problems
Scott, Jennifer
Tůma, Miroslav
Numerical Analysis
65F20, 65F08, 65F50
Preconditioning for overdetermined least-squares problems has received comparatively little attention, and designing methods that are both effective and memory-efficient remains challenging. We propose a class of ILU-based preconditioners built around a row-splitting strategy that identifies a well-conditioned square submatrix via an incomplete LU factorization and combines its incomplete factors with algebraic corrections from the remaining rows. This construction avoids forming the normal equations and is well suited to problems for which the normal matrix is ill-conditioned or relatively dense. Numerical experiments on test problems arising from practical applications illustrate the effectiveness of the proposed approach when used with a Krylov subspace solver and demonstrate it can outperform preconditioners based on incomplete Cholesky factorization of the normal equations, including for sparse-dense problems, where the splitting naturally isolates dense rows.
title Row-Splitting ILU Preconditioners for Sparse Least-Squares Problems
topic Numerical Analysis
65F20, 65F08, 65F50
url https://arxiv.org/abs/2603.28642