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  5. Dealing with Dense Rows in the Solution of Sparse Linear Least Squares Problems

Dealing with Dense Rows in the Solution of Sparse Linear Least Squares Problems

File(s)
95-227.ps (280.09 KB)
95-227.pdf (250.67 KB)
Permanent Link(s)
https://hdl.handle.net/1813/5562
Collections
Cornell Theory Center Technical Reports
Author
Sun, Chunguang
Abstract

Sparse linear least squares problems containing a few relatively dense rows occur frequently in practice. Straightforward solution of these problems could cause catastrophic fill and delivers extremely poor performance. This paper studies a scheme for solving such problems efficiently by handling dense rows and sparse rows separately. How a sparse matrix is partitioned into dense rows and sparse rows determines the efficiency of the overall solution process. A new algorithm is proposed to find a partition of a sparse matrix which leads to satisfactory or even optimal performance. Extensive numerical experiments are performed to demonstrate the effectiveness of the proposed scheme. A MATLAB implementation is included.

Date Issued
1995-12
Publisher
Cornell University
Keywords
theory center
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.tc/95-227
Type
technical report

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