Solution of Large-Scale Sparse Least Squares Problems Using Auxiliary Storage
John A. George, Michael T. Heath, Robert J. Plemmons · SIAM Journal on Scientific and Statistical Computing · 1981
Very large sparse linear least squares problems arise in a variety of applications, such as geodetic network adjustments, photogrammetry, earthquake studies, and certain types of finite element analysis. Many of these problems are so large that it is impossible to solve them without using auxiliary storage devices. Some problems are so massive that the storage needed for their solution exceeds the virtual address space of the largest machines. In this paper we describe a method for solving such problems on a typical (large) computer and provide the results of some experiments illustrating the effectiveness of our approach. The method includes an automatic partitioning scheme which is essential to the efficient management of the data on auxiliary files.