Kronecker Product Least Squares
This work provides a more efficient computational technique for solving Kronecker product least squares problems, which are common in various applications.
The paper presents an iterative method using conjugate gradient with efficient Kronecker matrix-vector multiplication to solve Kronecker product least squares problems, demonstrating improved running times over the direct approach.
In this rather brief note we present and discuss techniques for solving Kronecker matrix product least squares problems. Our main contribution is an iterative approach that uses the efficient Kronecker matrix-vector multiplication strategy (Fernandes et al. 1998) with a conjugate gradient solver. Numerical results contrast this approach---in terms of running times and accuracy---against the direct approach.