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Referring to methods for solving linear systems of equations.
5
votes
Accepted
Efficient solution to a structured symmetric linear system with condition number estimation
If we assume that $D$ is nonsingular, then there is a relatively straightforward (and efficient) solution based on an $LU$ decomposition. If we write
$$
\pmatrix{D & B \\ B^T & A} = \pmatrix{ L_{11} & …
5
votes
0
answers
93
views
Nonlinear least squares optimized Jacobian calculation
I have a nonlinear least squares problem, in which I am trying to minimize residuals which can be divided into four classes:
$$
\min_x ||\epsilon(x)||^2 + ||\xi(x)||^2 + ||\delta(x)||^2 + ||s(x)||^2
$ …