Black box methods for least squares problems
B. David Saunders · 2001
We present algorithms to construct an efficient black box for the pseudoinverse, At, of a black box matrix A. This in also known as the Moore-Penrose inverse of A. For the system Ax = b over a subfield of the complex numbers: the vector x = Atb is the least squares solution having the least norm. When we say that A is a black box matrix we mean simply that methods are given to compute the matrix-vector products Au and uTA, for vectors u and vectors v of compatible length. No other assumptions are made about the structure or representation of the matrix.