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Accurate Solution of Weighted Least Squares by Iterative Methods

✍ Scribed by Bobrovnikova, Elena Y.; Vavasis, Stephen A.

Book ID
118215426
Publisher
Society for Industrial and Applied Mathematics
Year
2001
Tongue
English
Weight
271 KB
Volume
22
Category
Article
ISSN
0895-4798

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πŸ“œ SIMILAR VOLUMES

Solution of large-scale weighted least-s
Solution of large-scale weighted least-squares problems
✍ Venansius Baryamureeba πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 467 KB

## Abstract A sequence of least‐squares problems of the form min~__y__~βˆ₯__G__^1/2^(__A__^T^ __y__βˆ’__h__)βˆ₯~2~, where __G__ is an __n__Γ—__n__ positive‐definite diagonal weight matrix, and __A__ an __m__Γ—__n__ (__m__β©½__n__) sparse matrix with some dense columns; has many applications in linear program