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

Fingerprint

Constrained Least Squares
conjugate gradient method
Conjugate gradient method
Least Squares Problem
Conjugate Gradient Method
signal processing
Signal processing
Equality
Preconditioned Conjugate Gradient Method
matrices
Signal Processing
Update

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

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year = "1986",
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A conjugate gradient method for the solution of equality constrained least squares problems. / Barlow, J. L.; Nichols, N. K.; Plemmons, R. J.

In: Proceedings of SPIE - The International Society for Optical Engineering, Vol. 696, 04.04.1986, p. 23-30.

Research output: Contribution to journalArticle

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