Setting up alternating least squares and iterative majorization algorithms for solving various matrix optimization problems
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Publication:1874127
DOI10.1016/S0167-9473(02)00142-1zbMath1018.65074OpenAlexW2070683575MaRDI QIDQ1874127
Publication date: 22 May 2003
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00142-1
algorithmsnumerical examplesweighted least squaresalternating least squaresiterative majorizationmatrix optimization problems
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)
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