Rank-Deficient Nonlinear Least Squares Problems and Subset Selection
β Scribed by Ipsen, I. C. F.; Kelley, C. T.; Pope, S. R.
- Book ID
- 118182656
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2011
- Tongue
- English
- Weight
- 273 KB
- Volume
- 49
- Category
- Article
- ISSN
- 0036-1429
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π SIMILAR VOLUMES
In this paper we consider the solution of linear least squares problems min x Ax -b 2 2 where the matrix A β R mΓn is rank deficient. Put p = min{m, n}, let Ο i , i = 1, 2, . . . , p, denote the singular values of A, and let u i and v i denote the corresponding left and right singular vectors. Then
In this article, we develop symmetric block successive overrelaxation (S-block-SOR) methods for finding the solution of the rank-deficient least squares problems. We propose an S2-block-SOR and an S3-block-SOR method for solving such problems and the convergence of these two methods is studied. The