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• W2042863194 abstract "In a recent paper, the authors applied Dykstra's alternating projection algorithm to solve constrained least-squares n × n matrix problems. We extend these results in two different directions. First, we make use of the singular value decomposition to solve now constrained least-squares rectangular m × n matrix problems that arise in several applications. Second, we propose a new and improved implementation of the projection algorithm onto the ε-positive definite set of matrices. This implementation does not require the computation of all eigenvalues and eigenvectors of a matrix per iteration, and still guarantees convergence. Finally, encouraging preliminary numerical results are discussed." @default.
• W2042863194 created "2016-06-24" @default.
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• W2042863194 date "1998-03-01" @default.
• W2042863194 modified "2023-09-24" @default.
• W2042863194 title "Dykstra's algorithm for constrained least-squares rectangular matrix problems" @default.
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• W2042863194 doi "https://doi.org/10.1016/s0898-1221(98)00020-0" @default.
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