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{numerical-linear-algebra} questions involving algorithms for linear algebra computations.

3 votes
Accepted

Decompositions of sparse symmetric matrices and methods for solving large linear equations

I agree that this is a better question for scicomp.stackexchange.com. Maybe. It depends on the sparsity structure of your particular matrix and the actual numerical values of the nonzero elements …
Brian Borchers's user avatar
1 vote
Accepted

Large scale least squares of non symmetric and non square problems

A widely used iterative method for large scale linear least squares problems that allows for regularization if you want/need it is the LSQR algorithm of Paige and Saunders. See http://www.stanford.ed …
Brian Borchers's user avatar
1 vote

Ease of calculation of norm

I'm assuming that by $\| A^{1/2}b-z \|$, you're referring to the 2-norm and that by $A^{1/2}$, you're referring to the unique symmetric matrix square root of $A$. If you can precompute $A^{1/2}z$, …
Brian Borchers's user avatar