Preconditioning of linear least-squares problems by identifying basic variables

@inproceedings{Arioli2014PreconditioningOL,
title={Preconditioning of linear least-squares problems by identifying basic variables},
author={Mario Arioli and Iain S. Duff},
year={2014}
}

The preconditioning of linear least-squares problems is a hard task. The linear model underpinning least-squares problems, that is the overdetermined matrix defining it, does not have the properties of differential problems that make standard preconditioners effective. Incomplete Cholesky techniques applied to the normal equations do not produce a well conditioned problem. We attempt to remove the ill-conditioning by identifying a subset of rows and columns in the overdetermined matrix defining… CONTINUE READING