Preconditioner based on the Sherman–Morrison formula for regularized least squares problems

摘要

We propose a sparse approximate inverse preconditioner based on the Sherman–Morrison formula for Tikhonov regularized least square problems. Theoretical analysis shows that, the factorization method can take the advantage of the symmetric property of the coefficient matrix and be implemented cheaply. Combined with dropping rules, the incomplete factorization leads to a preconditioner for Krylov iterative methods to solve regularized least squares problems. Numerical experiments show that our preconditioner is competitive compared to existing methods, especially for ill-conditioned and rank deficient least squares problems.