A PRECONDITIONED KRYLOV SUBSPACE METHOD FOR THE SOLUTION OF LEAST-SQUARES PROBLEMS IN INVERSE SCATTERING

We present an iterative method of preconditioned Krylov type for the s olution of large least squares problems. We prove that the method is r obust and investigate its rate of convergence. For an important applic ation, originating from seismic inverse scattering, we derive a suitab le preconditioner using asymptotic theory. Numerical experiments are u sed to compare the method with other iterative methods. It appears tha t the preconditioned Krylov method can be much more efficient than CG applied to the normal equations. (C) 1996 Academic Press, Inc.