We extend the oblique projection method given by Y.Saad to solve the generalized least squares problem. The corresponding oblique projection operator is presented and the convergence theorems are proved. Some necessar...We extend the oblique projection method given by Y.Saad to solve the generalized least squares problem. The corresponding oblique projection operator is presented and the convergence theorems are proved. Some necessary and sufficient conditions for computing the solution or the minimum N-norm solution of the min || A x- b ||M2 have been proposed as well.展开更多
基金Supported by the National Natural Science Foundation of China
文摘We extend the oblique projection method given by Y.Saad to solve the generalized least squares problem. The corresponding oblique projection operator is presented and the convergence theorems are proved. Some necessary and sufficient conditions for computing the solution or the minimum N-norm solution of the min || A x- b ||M2 have been proposed as well.
