All Questions

Consider column vectors $\boldsymbol{z}_i$, $\quad i=1,\dots,n$. Each $\boldsymbol{z}_i$ has $j$ elements and can be expressed as $\boldsymbol{z}_i = \begin{bmatrix} \boldsymbol{x}_i \\ \boldsymbol{y}...

I want to quickly solve the following linear least-squares problem $$\min_{x \in \mathbb{R}^n} \left\| A x - b \right\|_2^2$$ with a special sparse structure where each row in $A$ has only up to $4$ ...