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Asymptotically optimal row-action methods for generalized least squares problems. (English) Zbl 0931.65041

A study of asymptotically optimal behavior of row-iteration methods for solving very large sparse generalized least squares systems of linear equations is given. Row-iteration methods are characterized by the following properties: No changes are made to the original coefficient matrix, no operations are performed on the matrix as a whole, and only one row is used in each iterative step. The authors propose some asymptotically optimal row-iteration methods and several numerical algorithms for the generalized least squares problem. No results of computational experiments are given.

MSC:

65F20 Numerical solutions to overdetermined systems, pseudoinverses
65F10 Iterative numerical methods for linear systems
65F50 Computational methods for sparse matrices
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