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

J. L. Barlow, N. K. Nichols, R. J. Plemmons

Research output: Contribution to journalArticle

Abstract

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.

Original languageEnglish (US)
Pages (from-to)23-30
Number of pages8
JournalProceedings of SPIE - The International Society for Optical Engineering
Volume696
DOIs
StatePublished - 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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