Using Perturbed $QR$ Factorizations to Solve Linear Least-Squares Problems
نویسندگان
چکیده
منابع مشابه
Using Perturbed QR Factorizations to Solve Linear Least-Squares Problems
We propose and analyze a new tool to help solve sparse linear least-squares problems minx ‖Ax − b‖2. Our method is based on a sparse QR factorization of a low-rank perturbation Ä of A. More precisely, we show that the R factor of Ä is an effective preconditioner for the least-squares problem minx ‖Ax−b‖2, when solved using LSQR. We propose applications for the new technique. When A is rank defi...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2009
ISSN: 0895-4798,1095-7162
DOI: 10.1137/070698725