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International Conference on Numerical Analysis and Its Applications

NAA 2000: Numerical Analysis and Its Applications pp 59–67Cite as

On Solving Large-Scale Weighted Least Squares Problems

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Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1988))

Abstract

A sequence of least squares problems of the form miny ∥G 1/2(A T y - h)∥2 where G is an nxn positive definite diagonal weight matrix, and A an mxn (m < n) sparse matrix with some dense columns; has many applications in linear programming, electrical networks, elliptic boundary value problems, and structural analysis. We discuss a technique for forming low-rank correction preconditioners for such problems. Finally we give numerical results to illustrate this technique.

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References

  1. Baryamureeba, V.: Solution of large-scale weighted least squares problems. Technical Report No. 186, March 22, 2000 (Revised March 31, 2000) Department of Informatics, University of Bergen, 5020 Bergen, Norway. Submitted to Numerical Linear Algebra with Applications.

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Author information

Authors and Affiliations

  1. Department of Informatics, University of Bergen, 5020, Bergen, Norway

    Venansius Baryamureeba

Authors
  1. Venansius Baryamureeba
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Editor information

Editors and Affiliations

  1. Department of Computer Science, University of Rousse, 7000, Rousse, Bulgaria

    Lubin Vulkov  & Plamen Yalamov  & 

  2. UNI-C,Danish Computing Center for Research and Education, DTU,Building 304, 2800, Lyngby, Denmark

    Jerzy Waśniewski

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© 2001 Springer-Verlag Berlin Heidelberg

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Baryamureeba, V. (2001). On Solving Large-Scale Weighted Least Squares Problems. In: Vulkov, L., Yalamov, P., Waśniewski, J. (eds) Numerical Analysis and Its Applications. NAA 2000. Lecture Notes in Computer Science, vol 1988. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-45262-1_8

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  • DOI: https://doi.org/10.1007/3-540-45262-1_8

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-41814-6

  • Online ISBN: 978-3-540-45262-1

  • eBook Packages: Springer Book Archive

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