A Schur complement approach to preconditioning sparse linear least-squares problems with some dense rows
Author:
Funder
Engineering and Physical Sciences Research Council
Grantová Agentura České Republiky
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/article/10.1007/s11075-018-0478-2/fulltext.html
Reference53 articles.
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3. Anderson, O.D.: An improved approach to inverting the autocovariance matrix of a general mixed autoregressive moving average time process. Australian J. Statist. 18(1–2), 73–75 (1976)
4. Anderson, O.D.: On the inverse of the autocovariance matrix for a general moving average process. Biometrika 63(2), 391–394 (1976)
5. Avron, H., Ng, E., Toledo, S.: Using perturbed Q R factorizations to solve linear least-squares problems. SIAM J. Matrix Anal. Appl. 31(2), 674–693 (2009)
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