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Hello,<br>
<br>
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. <br>
It is claimed:<br>
<br>
<b><i>Applies the preconditioned conjugate gradient method to the
normal equations without explicitly forming A^t*A </i></b><br>
<br>
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.:<br>
<br>
(A'A + \lamba I)x = A'b<br>
<br>
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? <br>
<br>
Thanks.<br>
<br>
1. Bjorck, A., 1996. Numerical Methods for Least Squares Problems,
p. 288<br>
<pre class="moz-signature" cols="72">--
Regards,
Alexander</pre>
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