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Subject: Re: nonnegative Ax=b lsq for large, sparse A.
Date: Sun, 28 Jun 2009 15:22:01 +0000 (UTC)
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"Thomas Clark" <t.clark@remove.spamcantab.net> wrote in message <h22tdi$em2$1@fred.mathworks.com>...

> @Matt,
> 
> Unfortunately, the hessian is not diagonally concentrated, so I'm trying the solution out without a preconditioner. 
> 
> However, I am getting some very good results. This is standing up extremely well against an alternative (iterative) approach to the same overall problem... It's also  reasonably quick even without preconditioning. I'm on the way, and will invest more time testing this rigorously.
-----

That's good news, I guess, but also puzzling. The theory says that if the quadratic is both ill-conditioned and non-diagonally concentrated, the algorithm should be quite slow. Oh well...