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Referring to methods for solving linear systems of equations.

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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} & …
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5 votes
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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 $ …
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