Accurate Solution of Structured Least Squares Problems via Rank-Revealing Decompositions
Accurate Solution of Structured Least Squares Problems via Rank-Revealing Decompositions
Least squares problems $\min_x \|b - Ax\|_2$ where the matrix $A\in \mathbb{C}^{m\times n}$ ($m\geq n$) has some particular structure arise frequently in applications. Polynomial data fitting is a well-known instance of problems that yield highly structured matrices, but many other examples exist. Very often, structured matrices have huge condition numbers …