A new error in variables model for solving positive definite linear system using orthogonal matrix decompositions

DOI10.1007/s11075-015-0042-2zbMath1355.65046arXiv1407.1372OpenAlexW1932516518MaRDI QIDQ285053

Negin Bagherpour, Nezam Mahdavi-Amiri

Publication date: 18 May 2016

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.1372

zbMATH Keywords

complexityalgorithmquadratic programminginterior point methodspectral decompositionnumerical experimentorthogonal decompositionpositive definite solutionCholesky decompositonerror in variables modelsmultiple right hand side vectorsoverdetermined linear system of equationspositive definiteness constraints

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Interior-point methods (90C51) Direct numerical methods for linear systems and matrix inversion (65F05)

Uses Software

• VanHuffel
• mftoolbox

Cites Work

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