Accurate Solution of Weighted Least Squares by Iterative Methods

DOI10.1137/S0895479897316576zbMath0983.65055OpenAlexW2066109609MaRDI QIDQ2719191

Elena Y. Bobrovnikova, Stephen A. Vavasis

Publication date: 21 June 2001

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479897316576

zbMATH Keywords

numerical examplesiterative methodconjugate gradient methodMINRESKrylov-subspace methodachievable accuracyill-conditioned weighted least squares problems

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10)

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