Solving linearly constrained matrix least squares problem by LSQR
From MaRDI portal
Publication:273298
DOI10.1016/j.amc.2014.02.073zbMath1336.65066OpenAlexW2018011690MaRDI QIDQ273298
Publication date: 21 April 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2014.02.073
least squares problemLSQRconstraint matrixcoordinate mappingmatrix iterative algorithmmatrix-form iteration
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Some properties of LSQR for large sparse linear least squares problems
- An efficient algorithm for the least-squares reflexive solution of the matrix equation \(A_{1}XB_{1} = C_{1}, A_{2}XB_{2} = C_{2}\)
- Matrix iterative solutions to the least squares problem of \(BXA^{T} = F\) with some linear constraints
- Iterative algorithms for solving the matrix equation \(AXB + CX^{T}D = E\)
- Singular value and generalized singular value decompositions and the solution of linear matrix equations
- The matrix equation AXB+CYD=E
- On solutions of matrix equation \(AXB+CYD=F\)
- Krylov subspace methods for the generalized Sylvester equation
- An iterative method for the skew-symmetric solution and the optimal approximate solution of the matrix equation \(AXB=C\)
- New approaches for solving large Sylvester equations
- Global least squares method (Gl-LSQR) for solving general linear systems with several right-hand sides
- An iterative method for the least squares symmetric solution of the linear matrix equation \(AXB = C\)
- GMRES Methods for Least Squares Problems
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Large Least Squares Problems Involving Kronecker Products
- Least Squares Solution of Matrix Equation $AXB^* + CYD^* = E$
- Least Squares Solution of BXAT=T over Symmetric, Skew-Symmetric, and Positive Semidefinite X
This page was built for publication: Solving linearly constrained matrix least squares problem by LSQR