Dykstra's algorithm for constrained least-squares rectangular matrix problems

DOI10.1016/S0898-1221(98)00020-0MaRDI QIDQ1130433zbMATH OpenOpenAlexFDO

Authors René Escalante, M. Raydan

Publication date 1 November 1998

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0898-1221(98)00020-0

zbMATH Keywords

convergencealternation projection methodsconstrained least-squares rectangular matrix problemsDykstra's projection algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Recommendations

• Dykstra's Algorithm for a Constrained Least-squares Matrix Problem
• Dykstra's algorithm for constrained least-squares doubly symmetric matrix problems
• An iteration method to solve multiple constrained least squares problems
• A Convergence Analysis of Dykstra's Algorithm for Polyhedral Sets

Cites work

• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 3973706 (Why is no real title available?)
• scientific article; zbMATH DE number 65765 (Why is no real title available?)
• scientific article; zbMATH DE number 781814 (Why is no real title available?)
• A Constrained Procrustes Problem
• A numerical procedure for finding the positive definite matrix closest to a patterned matrix
• An Algorithm for Restricted Least Squares Regression
• An Alternating Projection Algorithm for Computing the Nearest Euclidean Distance Matrix
• Approximation by a Hermitian Positive Semidefinite Toeplitz Matrix
• Approximation by matrices positive semidefinite on a subspace
• Computing a nearest symmetric positive semidefinite matrix
• Dykstra's Algorithm for a Constrained Least-squares Matrix Problem
• On Projection Algorithms for Solving Convex Feasibility Problems
• Positive Semidefinite Matrices: Characterization via Conical Hulls and Least-Squares Solution of a Matrix Equation
• Positive definite constrained least-squares estimation of matrices
• The symmetric Procrustes problem

Cited in

(11)

• An iteration method to solve multiple constrained least squares problems
• Dykstra's algorithm for constrained least-squares doubly symmetric matrix problems
• scientific article; zbMATH DE number 1916748 (Why is no real title available?)
• Computing the nearest diagonally dominant matrix
• An acceleration scheme for Dykstra's algorithm
• Nonlinear least-squares approach for large-scale algebraic Riccati equations
• Least-squares solution of inverse problem for Hermitian anti-reflexive matrices and its appoximation
• Inexact gradient projection method with relative error tolerance
• Dykstra's Algorithm for a Constrained Least-squares Matrix Problem
• \texttt{Procrustes}: a python library to find transformations that maximize the similarity between matrices
• An efficient method for solving a matrix least squares problem over a matrix inequality constraint

Describes a project that uses

Uses Software

• LAPACK

This page was built for publication: Dykstra's algorithm for constrained least-squares rectangular matrix problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1130433)