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I have to solve multiple least squares problem sequentially - that is one by one. Every least square problem from the previous one changes by only one row. The right hand side is same for all. For eg., Problem 1 : ||Ax-b|| and Problem 2 : ||Cy-b|| where C and A changes by only one row. That is, it is equivalent to deleting a row and inserting a new row in A. When solving problem 2, I also have x. Is there a fast way for solving y of Problem 2? |
