Properties of A Class of Preconditioners for Weighted Least Squares Problems

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dc.contributor.authorBaryamureeba, Venansiusen_US
dc.contributor.authorSteihaug, Tronden_US
dc.contributor.authorZhang, Yinen_US
dc.date.accessioned2018-06-18T17:47:33Zen_US
dc.date.available2018-06-18T17:47:33Zen_US
dc.date.issued1999-04en_US
dc.date.noteApril 1999 (Revised July 1999)en_US
dc.description.abstractA sequence of weighted linear least squares problems arises from interior-point methods for linear programming where the changes from one problem to the next are the weights and the right hand side. One approach for solving such a weighted linear least squares problem is to apply a preconditioned conjugate gradient method to the normal equations where the preconditioner is based on a low-rank correction to the Cholesky factorization of a previous coefficient matrix. In this paper, we establish theoretical results for such preconditioners that provide guidelines for the construction of preconditioners of this kind. We also present preliminary numerical experiments to validate our theoretical results and to demonstrate the effectiveness of this approach.en_US
dc.format.extent22 ppen_US
dc.identifier.citationBaryamureeba, Venansius, Steihaug, Trond and Zhang, Yin. "Properties of A Class of Preconditioners for Weighted Least Squares Problems." (1999) <a href="https://hdl.handle.net/1911/101921">https://hdl.handle.net/1911/101921</a>.en_US
dc.identifier.digitalTR99-16en_US
dc.identifier.urihttps://hdl.handle.net/1911/101921en_US
dc.language.isoengen_US
dc.titleProperties of A Class of Preconditioners for Weighted Least Squares Problemsen_US
dc.typeTechnical reporten_US
dc.type.dcmiTexten_US
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