### Abstract

A preconditioned conjugate gradient method is developed for solving the linear equality constrained problem of minimizing |p-Gw|_{2}subject to the constraint C^{H}w = f. For signal processing problems, the method has the advantage that the solution w is easy to update after the matrix G has been updated.

Original language | English (US) |
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Pages (from-to) | 23-30 |

Number of pages | 8 |

Journal | Proceedings of SPIE - The International Society for Optical Engineering |

Volume | 696 |

DOIs | |

State | Published - Apr 4 1986 |

### All Science Journal Classification (ASJC) codes

- Electronic, Optical and Magnetic Materials
- Condensed Matter Physics
- Computer Science Applications
- Applied Mathematics
- Electrical and Electronic Engineering

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## Cite this

Barlow, J. L., Nichols, N. K., & Plemmons, R. J. (1986). A conjugate gradient method for the solution of equality constrained least squares problems.

*Proceedings of SPIE - The International Society for Optical Engineering*,*696*, 23-30. https://doi.org/10.1117/12.936871