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- efficiently solving least squares problems iteratively

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tracyx

New Contributor I

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05-24-2013
07:07 AM

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efficiently solving least squares problems iteratively

I'm performing an iterative routine, where at each iteration I am solving a least squares problem using ?gels. At each iteration step I update a column of the matrix A, which will ulitmately converge, as will the solution vector b.

My question is this: Because at each iteration the solution vector b is changing only very little, is it possible to solve this more efficiently than repeatedly calling ?gels (perhaps by calling some of the routines that ?gels itself calls), since I know that I am often very close to the solution?

Thank you,

Tracy

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mecej4

Black Belt

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05-24-2013
07:24 AM

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SKost

Valued Contributor II

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05-27-2013
09:44 PM

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