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SUBSPACE SEARCH METHOD FOR A CLASS OF LEAST SQUARES PROBLEM |
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| Authors: | Zi-Luan Wei |
| Abstract: | A subspace search method for solving a class of least squares problem is presented in the paper. The original problem is divided into many independent subproblems, and a search direction is obtained by solving each of the subproblems, as well as a new iterative point is determined by choosing a suitable steplength such that the value of residual norm is decreasing. The convergence result is also given. The numerical test is also shown for a special problem. |
| Keywords: | Subspace search method A class of least squqres problem Convergence analysis |
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