Solving linearly constrained matrix least squares problem by LSQR.

Yuyang Qiu Anding Wang

Published in: Appl. Math. Comput. (2014)

Keyphrases

linearly constrained
least squares
linear constraints
variational inequalities
singular value decomposition
robust estimation
sparse linear
computational complexity
special case
probability distribution
convex optimization
low rank
convex sets
systems of linear equations