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Remarks on the convergence of an iterative method of solution of generalized least squares problem

Bartoszewski Z.

Demonstratio Mathematica

2010

Vol. 43, nr 4

931-938

In this paper we consider an iterative method of finding a regularized solution of a general linear system Ax = b. For a given scalar α and an initial vector g it produces a sequence that converges to the least squares solution of this system. The limiting point minimizes the distance between g and the set of all least squares solutions of the problem. An estimate of the rate of convergence is also provided.