Approximating sparse Hessian matrices using large-scale linear least squares
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Publication:6582397
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Cites work
- scientific article; zbMATH DE number 1101645 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A Computational Study of Using Black-box QR Solvers for Large-scale Sparse-dense Linear Least Squares Problems
- A General Updating Algorithm for Constrained Linear Least Squares Problems
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- A Schur complement approach to preconditioning sparse linear least-squares problems with some dense rows
- An Optimal Positive Definite Update for Sparse Hessian Matrices
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- New parallel sparse direct solvers for multicore architectures
- Numerical solution of saddle point problems
- On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
- On Using Cholesky-Based Factorizations and Regularization for Solving Rank-Deficient Sparse Linear Least-Squares Problems
- On a successive transformation of probability distribution and its application to the analysis of the optimum gradient method
- On the behavior of the gradient norm in the steepest descent method
- Preconditioning
- Saddle-point problems and their iterative solution
- Solution of sparse linear least squares problems using Givens rotations
- Solving mixed sparse-dense linear least-squares problems by preconditioned iterative methods
- Some Numerical Results Using a Sparse Matrix Updating Formula in Unconstrained Optimization
- Sparse Stretching for Solving Sparse-Dense Linear Least-Squares Problems
- Strengths and Limitations of Stretching for Least-squares Problems with Some Dense Rows
- The State-of-the-Art of Preconditioners for Sparse Linear Least-Squares Problems
- Using Perturbed $QR$ Factorizations to Solve Linear Least-Squares Problems
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