Hello, I'm a bit confused about the KSPCGNE. First of all, is CGLS^1 and implemented CGNE are the same (or I mix it up with CGNR)? I don't know what notation is more classical, but CGLS seems to be more common. It is claimed:
*/Applies the preconditioned conjugate gradient method to the normal equations without explicitly forming A^t*A /* Does that mean I have to provide A to KSP? In this case the application of the method is quite restricted since all practical least squares problems formulated in form of normal equations are solved with regularization, e.g.: (A'A + \lamba I)x = A'b Assume I have A computed and use matrix free approach to represent (A'A + \lamba I) without ever forming it, so what should I do then to apply KSPCGNE? Thanks. 1. Bjorck, A., 1996. Numerical Methods for Least Squares Problems, p. 288 -- Regards, Alexander -------------- next part -------------- An HTML attachment was scrubbed... URL: <http://lists.mcs.anl.gov/pipermail/petsc-users/attachments/20120620/6c51d456/attachment.html>
