LSMR: An iterative algorithm for least-squares problems (Sripts) Publisher's description
An iterative method is presented for solving linear systems and linear least-square systems
An iterative method is presented for solving linear systems and linear least-square systems. The method is based on the Golub-Kahan bidiagonalization process. It is analytically equivalent to the standard method of MINRES applied to the normal equation. Compared to LSQR, it is safer to terminate LSMR early.
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System Requirements:MATLAB 7.8 (R2009a)
Program Release Status: New Release
Program Install Support: Install and Uninstall