Description
This textbook presents a special solution of underdetermined linear systems where the number of nonzero entries in the solution is very small compared to the total number of entries. This is called sparse solution. As underdetermined linear systems can be very different, the authors explain how to compute a sparse solution by many approaches.
Sparse Solutions of Underdetermined Linear Systems:
- Contains 72 algorithms for finding sparse solutions of underdetermined linear systems and their applications for matrix completion, graph clustering, and phase retrieval.
- Provides a detailed explanation of these algorithms including derivations and convergence analysis.
- Includes exercises for each chapter to help the reader understand the material.
This textbook is appropriate for graduate students in math and applied math, computer science, statistics, data science, and engineering. Advisors and postdocs will also find the book of interest.
It is appropriate for the following courses: Advanced Numerical Analysis, Special Topics on Numerical Analysis, Topics on Data Science, Topics on Numerical Optimization, and Topics on Approximation Theory.