Preconditioning of Least-Squares Problems by Identifying Basic Variables
Presenter
May 16, 2014
Abstract
We study the preconditioning of the augmented system formulation of the least squares problem $min_x || b - A x ||^2_2$, viz. $$ left[egin{array}{cc}I_m&AA^T&0end{array}
ight];left[egin{array}{c}rxend{array}
ight]=left[egin{array}{c}b