Baryamureeba, Venansius2022-07-182022-07-182002Baryamureeba, V. (2002). Solution of large‐scale weighted least‐squares problems. Numerical linear algebra with applications , 9 (2), 93-106. DOI: 10.1002/nla.23210.1002/nla.232https://nru.uncst.go.ug/handle/123456789/4221A sequence of least-squares problems of the form miny G1=2(ATy−h) 2, where G is an n×n positive definite diagonal weight matrix, and A an m×n (m6n) sparse matrix with some dense columns; has many applications in linear programming, electrical networks, elliptic boundary value problems, and structural analysis. We suggest low-rank correction preconditioners for such problems, and a mixed solver (a combination of a direct solver and an iterative solver). The numerical results show that our technique for selecting the low-rank correction matrix is very effective. Copyright ? 2002 John Wiley & Sons, Ltd.enLeast squaresConjugate gradientsPreconditionerDense columnsArticle