The best least squares fit L_A to a matrix A in a space L can be useful to improve the rate of convergence of the conjugate gradient method in solving systems Ax=b as well as to define low complexity quasi-Newton algorithms in unconstrained minimization. This is shown in the present paper with new important applications and ideas. Moreover, some theoretical results on the representation and on the computation of L_A are investigated.

DI FIORE, C., Fanelli, S., Zellini, P. (2007). On the best least squares fit to a matrix and its applications. In Ched E. Stedman (a cura di), Algebra and Algebraic Topology (pp. 73-109). Nova Science Publishers, Inc..

On the best least squares fit to a matrix and its applications

DI FIORE, CARMINE;FANELLI, STEFANO;ZELLINI, PAOLO
2007-01-01

Abstract

The best least squares fit L_A to a matrix A in a space L can be useful to improve the rate of convergence of the conjugate gradient method in solving systems Ax=b as well as to define low complexity quasi-Newton algorithms in unconstrained minimization. This is shown in the present paper with new important applications and ideas. Moreover, some theoretical results on the representation and on the computation of L_A are investigated.
2007
Settore MAT/08 - ANALISI NUMERICA
English
Rilevanza internazionale
Capitolo o saggio
low complexity matrix algebras, best least squares approximation matrix, preconditioning techniques, quasi-newton methods
The best least squares approximation L_A of a matrix A in a space L and its properties are investigated in detail, with new theoretical results, f.i. on the best basis of L for its representation, or on its spectrum. Applications of L_A in new preconditioners of normal Toeplitz systems and in new adaptive Hessian updating procedures for low-complexity quasi-Newton minimization algorithms are considered.
DI FIORE, C., Fanelli, S., Zellini, P. (2007). On the best least squares fit to a matrix and its applications. In Ched E. Stedman (a cura di), Algebra and Algebraic Topology (pp. 73-109). Nova Science Publishers, Inc..
DI FIORE, C; Fanelli, S; Zellini, P
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/13393
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