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An Optimal Least-Square Solver For Scaled Partial-Isometric Linear Systems

2025/07/02 by Kar, Suvendu, Murugesan Venkatapathi, Venkatapathi, Murugesan
Computer Science · Mathematics · Physics and Astronomy · #Matrix Theory and Algorithms #Advanced Optimization Algorithms Research #Model Reduction and Neural Networks

paper · pdf · doi:10.48550/arxiv.2507.01434

Abstract

We present an O(mn) direct least-squares solver for m × n linear systems with a scaled partial isometry. The proposed algorithm is also useful when the system is block diagonal and each block is a scaled partial isometry with distinct scaling factors. We also include numerical experiments as a demonstration.

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