Using Perturbed QR Factorizations To Solve Linear Least-Squares Problems
Description:
We propose and analyze a new tool to help solve sparse linear least-squares problems min{sub x} {parallel}Ax-b{parallel}{sub 2}. Our method is based on a sparse QR factorization of a low-rank perturbation {cflx A} of A. More precisely, we show that the R factor of {cflx A} is an effective preconditioner for the least-squares problem min{sub x} {parallel}Ax-b{parallel}{sub 2}, when solved using LSQR. We propose applications for the new technique. When A is rank deficient we can add rows to ensur…
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Date:
March 21, 2008
Creator:
Avron, Haim; Ng, Esmond G. & Toledo, Sivan
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