Solving Linear Inequalities in a Least Squares Sense
Author(s) -
R Bramley,
B Winnicka
Publication year - 1996
Publication title -
siam journal on scientific computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.674
H-Index - 147
eISSN - 1095-7197
pISSN - 1064-8275
DOI - 10.1137/0917020
Subject(s) - mathematics , qr decomposition , iterated function , singular value decomposition , least squares function approximation , algorithm , factorization , linear least squares , algebra over a field , eigenvalues and eigenvectors , pure mathematics , mathematical analysis , statistics , physics , quantum mechanics , estimator
. In 1980, Han [5] described a finitely terminating algorithm for solving a systemAx b of linear inequalities in a least squares sense. The algorithm requires a singular valuedecomposition of a submatrix of A on each iteration, making it impractical for all but the smallestproblems. This paper shows that a modification of Han's algorithm allows the iterates to becomputed using QR factorization with column pivoting, which significantly reduces the computationalcost and allows efficient...
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