Dykstra's algorithm for constrained least-squares rectangular matrix problems

DOI10.1016/S0898-1221(98)00020-0zbMath0909.65024OpenAlexW2042863194MaRDI QIDQ1130433

René Escalante, Marcos Raydan

Publication date: 1 November 1998

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0898-1221(98)00020-0

zbMATH Keywords

convergencealternation projection methodsconstrained least-squares rectangular matrix problemsDykstra's projection algorithm

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Convex programming (90C25)

Related Items

An iteration method to solve multiple constrained least squares problems ⋮ Unnamed Item ⋮ \texttt{Procrustes}: a python library to find transformations that maximize the similarity between matrices ⋮ Inexact gradient projection method with relative error tolerance ⋮ Dykstra's algorithm for constrained least-squares doubly symmetric matrix problems ⋮ Least-squares solution of inverse problem for Hermitian anti-reflexive matrices and its appoximation ⋮ An acceleration scheme for Dykstra's algorithm ⋮ An efficient method for solving a matrix least squares problem over a matrix inequality constraint ⋮ Nonlinear Least-Squares Approach for Large-Scale Algebraic Riccati Equations

Uses Software

• LAPACK

Cites Work

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• The symmetric Procrustes problem
• Computing a nearest symmetric positive semidefinite matrix
• Approximation by matrices positive semidefinite on a subspace
• A numerical procedure for finding the positive definite matrix closest to a patterned matrix
• Positive definite constrained least-squares estimation of matrices
• A Constrained Procrustes Problem
• Approximation by a Hermitian Positive Semidefinite Toeplitz Matrix
• An Algorithm for Restricted Least Squares Regression
• An Alternating Projection Algorithm for Computing the Nearest Euclidean Distance Matrix
• Positive Semidefinite Matrices: Characterization via Conical Hulls and Least-Squares Solution of a Matrix Equation
• Dykstra's Algorithm for a Constrained Least-squares Matrix Problem
• On Projection Algorithms for Solving Convex Feasibility Problems

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