Block SOR methods for rank-deficient least-squares problems

Abstract

Many papers have discussed preconditioned block iterative methods for solving full rank least-squares problems. However very few papers studied iterative methods for solving rank-deficient least-squares problems. Miller and Neumann (1987) proposed the 4-block SOR method for solving the rank-deficient problem. Here a 2-block SOR method and a 3-block SOR method are proposed to solve such problem. The convergence of the block SOR methods is studied. The optimal parameters are determined. Comparison between the 2-block SOR method and the 3-block SOR method is given also.