A RANK-ONE UPDATING APPROACH FOR SOLVING SYSTEMS OF LINEAR EQUATIONS IN THE LEAST SQUARES SENSE

The solution of the linear system with an -matrix of maximal rank is considered. The method generates a sequence of -matrices and vectors so that the are positive semidenite, the approximate the pseudoinverse of and approximate the least squares solution of . The method is of the type of Broyden's rank-one updates and yields the pseudoinverse in steps.

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