( [ X 0 T ( I N − M − 1 V m V m T M − T M − 1 V m ) − 1 V m T M − T X 0 + I s ] 1 2 0 C ( V m T M − T M − 1 V m ) − 1 V m T M − T X 0 C ) ( L m ) − 1 z i = ξ i w i . (3.2)
normalise the last s component of u i = ( L m ) − 1 z i following (2.5) and form the approximate solution X m = X 0 + Z m Y m .
4: Set ‖ Δ A , B , m ‖ F 2 = ∑ i = m s + 1 ( m + 1 ) s ξ i 2 if satisfied, stop, else set X 0 : = X m , compute R 0 : = B − A X 0 , V 1 B 1 : = R 0 and set V 1 : = V 1 and go to step 2.