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Various approaches to iterative refinement (IR) for least-squares problems have been proposed in the literature and it may not be clear which approach is suitable for a given problem. We consider three approaches to IR for least-squares…

Numerical Analysis · Mathematics 2025-01-20 Erin Carson , Ieva Daužickaitė

The iteratively reweighted least squares method (IRLS) is a popular technique used in practice for solving regression problems. Various versions of this method have been proposed, but their theoretical analyses failed to capture the good…

Data Structures and Algorithms · Computer Science 2019-07-11 Alina Ene , Adrian Vladu

In this paper, we present perturbation analysis and randomized algorithms for the total least squares (TLS) problems. We derive the perturbation bound and check its sharpness by numerical experiments. Motivated by the recently popular…

Numerical Analysis · Mathematics 2014-11-12 Pengpeng Xie , Yimin Wei , Hua Xiang

We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \in \mathbb{C}^{d_1\times d_2}$ of rank $r \ll\min(d_1,d_2)$ from incomplete linear observations, solving a sequence of low complexity…

Numerical Analysis · Mathematics 2018-02-28 Christian Kümmerle , Juliane Sigl

This paper designs a distributed least square solution method for a linear algebraic equation over a multiagent network. The coefficient matrix is divided into multiple blocks, and each agent only knows a subset of these blocks. The…

Systems and Control · Electrical Eng. & Systems 2023-12-29 Viet Hoang Pham , Hyo-Sung Ahn

We present a fast algorithm for linear least squares problems governed by hierarchically block separable (HBS) matrices. Such matrices are generally dense but data-sparse and can describe many important operators including those derived…

Numerical Analysis · Mathematics 2014-06-17 Kenneth L. Ho , Leslie Greengard

The Total Least Squares solution of an overdetermined, approximate linear equation $Ax \approx b$ minimizes a nonlinear function which characterizes the backward error. We show that a globally convergent variant of the Gauss--Newton…

Numerical Analysis · Mathematics 2019-11-01 Dario Fasino , Antonio Fazzi

Partial Least Square (PLS) is a dimension reduction method used to remove multicollinearities in a regression model. However contrary to Principal Components Analysis (PCA) the PLS components are also choosen to be optimal for predicting…

Statistics Theory · Mathematics 2014-05-26 Mélanie Blazère , Fabrice Gamboa , Jean-Michel Loubes

We study the approximability of two related problems on graphs with $n$ nodes and $m$ edges: $n$-Pairs Shortest Paths ($n$-PSP), where the goal is to find a shortest path between $O(n)$ prespecified pairs, and All Node Shortest Cycles…

Data Structures and Algorithms · Computer Science 2022-09-21 Mina Dalirrooyfard , Ce Jin , Virginia Vassilevska Williams , Nicole Wein

In numerical linear algebra, considerable effort has been devoted to obtaining faster algorithms for linear systems whose underlying matrices exhibit structural properties. A prominent success story is the method of generalized nested…

Data Structures and Algorithms · Computer Science 2023-10-26 Sally Dong , Gramoz Goranci , Lawrence Li , Sushant Sachdeva , Guanghao Ye

We describe a parallel iterative least squares solver named \texttt{LSRN} that is based on random normal projection. \texttt{LSRN} computes the min-length solution to $\min_{x \in \mathbb{R}^n} \|A x - b\|_2$, where $A \in \mathbb{R}^{m…

Data Structures and Algorithms · Computer Science 2012-02-21 Xiangrui Meng , Michael A. Saunders , Michael W. Mahoney

In this paper, we present the convergence analysis of proportionate-type least mean square (Pt-LMS) algorithm that identifies the sparse system effectively and more suitable for real time VLSI applications. Both first and second order…

Systems and Control · Computer Science 2015-12-15 Vinay Chakravarthi Gogineni , Subrahmanyam Mula

We present the Residual Quadratic Programming Active-Set Subspace (ResQPASS) method that solves large-scale linear least-squares problems with bound constraints on the variables. The problem is solved by creating a series of small problems…

Numerical Analysis · Mathematics 2025-08-07 Bas Symoens , Wim Vanroose

Given a set of squares and a strip of bounded width and infinite height, we consider a square strip packaging problem, which we call the square independent packing problem (SIPP), to minimize the strip height so that all the squares are…

Discrete Mathematics · Computer Science 2023-07-14 Wei Wu , Hiroki Numaguchi , Yannan Hu , Mutsunori Yagiura

The Partitioning Min-Max Weighted Matching (PMMWM) problem is an NP-hard problem that combines the problem of partitioning a group of vertices of a bipartite graph into disjoint subsets with limited size and the classical Min-Max Weighted…

Data Structures and Algorithms · Computer Science 2022-01-26 Yuxuan Wang , Jinyao Xie , Jiongzhi Zheng , Kun He

This paper considers robust solutions to a class of nonlinear least squares problems using min-max optimization approach. We give an explicit formula for the value function of the inner maximization problem and show the existence of global…

Optimization and Control · Mathematics 2025-02-03 Xiaojun Chen , Carl Kelley

This paper discusses the problem of covering and hitting a set of line segments $\cal L$ in ${\mathbb R}^2$ by a pair of axis-parallel squares such that the side length of the larger of the two squares is minimized. We also discuss the…

Computational Geometry · Computer Science 2017-09-15 Sanjib Sadhu , Sasanka Roy , Subhas C. Nandy , Suchismita Roy

Total least squares (TLS) is an effective method for solving linear equations with the situations, when noise is not just in observation matrices but also in mapping matrices. Moreover, the Tikhonov regularization is widely used in plenty…

Numerical Analysis · Mathematics 2022-11-14 F. Han , Y. Wei , P. Xie

This document is an introduction to the Matlab package SDLS (Semi-Definite Least-Squares) for solving least-squares problems over convex symmetric cones. The package is shortly presented through the addressed problem, a sketch of the…

Optimization and Control · Mathematics 2007-09-18 Didier Henrion , Jerome Malick

In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…

Computer Vision and Pattern Recognition · Computer Science 2015-04-29 Chen Chen , Junzhou Huang , Lei He , Hongsheng Li
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