An iterative algorithm for a least squares solution of a matrix equation
From MaRDI portal
Publication:3568458
DOI10.1080/00207160802275977zbMath1191.65045OpenAlexW1968143904MaRDI QIDQ3568458
Musheng Wei, Yan Feng, Ming-hui Wang
Publication date: 11 June 2010
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160802275977
iterative algorithmnumerical resultsleast squares problemmatrix equationcentrosymmetric matrixminimum norm least-squares solutionalgorithm LSQR
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Matrix equations and identities (15A24)
Related Items (5)
Weighted steepest descent method for solving matrix equations ⋮ LSQR iterative method for generalized coupled Sylvester matrix equations ⋮ The iterative scheme and the convergence analysis of unique solution for a singular fractional differential equation from the eco-economic complex system's co-evolution process ⋮ Developing the CGLS algorithm for the least squares solutions of the general coupled matrix equations ⋮ A singular fractional Kelvin-Voigt model involving a nonlinear operator and their convergence properties
Cites Work
- Singular value and generalized singular value decompositions and the solution of linear matrix equations
- On the reducibility of centrosymmetric matices - applications in engineering problems
- The symmetric solution of the matrix equations \(AX+YA=C, AXA^ t+BYB^ t=C\), and \((A^ tXA, B^ tXB)=(C,D)\)
- On solutions of matrix equation \(AXB+CYD=F\)
- Iterative methods for least-square problems based on proper splittings.
- Least-square solutions for inverse problems of centrosymmetric matrices
- Matrix stretching for sparse least squares problems
- A Spectral Characterization of Generalized Real Symmetric Centrosymmetric and Generalized Real Symmetric Skew-Centrosymmetric Matrices
- ON CENTROSYMMETRIC AND CENTROSKEW MATRICES
- Centrosymmetric (Cross-Symmetric) Matrices, Their Basic Properties, Eigenvalues, and Eigenvectors
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- The Equation $AXB + CYD = E$ over a Principal Ideal Domain
- Two Extensions of the Sard–Schoenberg Theory of Best Approximation
- Inverse scattering via Heisenberg's uncertainty principle
- Least Squares Solution of Matrix Equation $AXB^* + CYD^* = E$
- The structure of weighting coefficient matrices of harmonic differential quadrature and its applications
- Calculating the Singular Values and Pseudo-Inverse of a Matrix
This page was built for publication: An iterative algorithm for a least squares solution of a matrix equation