TY - JOUR
T1 - Note on deferred correction for equality constrained least squares problems
AU - Barlow, Jesse Louis
AU - Vemulapati, Udaya B.
PY - 1992/1/1
Y1 - 1992/1/1
N2 - The solution of the equality constrained least squares problem is considered minxcR(n) ∥f-Ex∥2 subject to Cx=g is considered. It is shown that for well-conditioned or moderately ill-conditioned problems of this form, the deferred correction procedure of Van Loan [SIAM J. Number, Anal, 22 (1985), pp. 851-864] can be made to converge in two iterations. The implementation suggestions due to Barlow [SIAM J. Numer. Anal, 25 (1988), pp. 1340-1358] are modified to obtain a more robust strategy. This modification was discovered in numerical experiments to verify the quick convergence proven in this paper. The new implementation seems to always obtain the predicted convergence behavior.
AB - The solution of the equality constrained least squares problem is considered minxcR(n) ∥f-Ex∥2 subject to Cx=g is considered. It is shown that for well-conditioned or moderately ill-conditioned problems of this form, the deferred correction procedure of Van Loan [SIAM J. Number, Anal, 22 (1985), pp. 851-864] can be made to converge in two iterations. The implementation suggestions due to Barlow [SIAM J. Numer. Anal, 25 (1988), pp. 1340-1358] are modified to obtain a more robust strategy. This modification was discovered in numerical experiments to verify the quick convergence proven in this paper. The new implementation seems to always obtain the predicted convergence behavior.
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U2 - 10.1137/0729016
DO - 10.1137/0729016
M3 - Article
AN - SCOPUS:0026818078
SN - 0036-1429
VL - 29
SP - 249
EP - 256
JO - SIAM Journal on Numerical Analysis
JF - SIAM Journal on Numerical Analysis
IS - 1
ER -