Variable parameter Uzawa method for solving the indefinite least squares problem

In this paper, the variable parameter Uzawa method is presented to solve the indefinite least squares problem. The proposed iterative method is unconditionally convergent, and its iterative algorithm and parameter designing are simple and efficient. Numerical experiments show that the variable parameter Uzawa method is superior to the USSOR method (Song, Int. J. Comput. Math. 97, 1781–1791 2020) and the splitting-based randomized iterative method (Zhang and Li, Appl. Math. Comput. 446, 127892 2023).