### 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 |

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### All Science Journal Classification (ASJC) codes

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

### Cite this

*Proceedings of SPIE - The International Society for Optical Engineering*,

*696*, 23-30. https://doi.org/10.1117/12.936871

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

**A conjugate gradient method for the solution of equality constrained least squares problems.** / Barlow, J. L.; Nichols, N. K.; Plemmons, R. J.

Research output: Contribution to journal › Article

TY - JOUR

T1 - A conjugate gradient method for the solution of equality constrained least squares problems

AU - Barlow, J. L.

AU - Nichols, N. K.

AU - Plemmons, R. J.

PY - 1986/4/4

Y1 - 1986/4/4

N2 - A preconditioned conjugate gradient method is developed for solving the linear equality constrained problem of minimizing |p-Gw|2subject to the constraint CHw = 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.

AB - A preconditioned conjugate gradient method is developed for solving the linear equality constrained problem of minimizing |p-Gw|2subject to the constraint CHw = 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.

UR - http://www.scopus.com/inward/record.url?scp=84958493280&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84958493280&partnerID=8YFLogxK

U2 - 10.1117/12.936871

DO - 10.1117/12.936871

M3 - Article

AN - SCOPUS:84958493280

VL - 696

SP - 23

EP - 30

JO - Proceedings of SPIE - The International Society for Optical Engineering

JF - Proceedings of SPIE - The International Society for Optical Engineering

SN - 0277-786X

ER -