LSMR: An iterative algorithm for least-squares problems

버전 1.7.0.0 (7.34 KB) 작성자: David
Official successor to the LSQR algorithm, developed by David Fong and Michael Saunders.
4.8
(4)
다운로드 수: 4.8K
업데이트 날짜: 2011/3/10

라이선스 보기

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.

Details about LSMR can be found on
http://www.stanford.edu/group/SOL/software/lsmr.html
http://www.stanford.edu/~clfong/lsmr.html

인용 양식

David (2025). LSMR: An iterative algorithm for least-squares problems (https://kr.mathworks.com/matlabcentral/fileexchange/27183-lsmr-an-iterative-algorithm-for-least-squares-problems), MATLAB Central File Exchange. 검색 날짜: .

MATLAB 릴리스 호환 정보
개발 환경: R2009a
모든 릴리스와 호환
플랫폼 호환성
Windows macOS Linux
카테고리
Help Center 및 MATLAB Answers에서 Sparse Matrices에 대해 자세히 알아보기
태그 태그 추가

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

버전 게시됨 릴리스 정보
1.7.0.0

Fixing a bug in local reorthogonalization that the 1st V vector is stored twice. (suggested by David Gleich)
1.6.0.0

Added the option to use local or full reorthogonalization on the v_k vectors. This reduces the number of iterations to convergence by using extra memory to store some of the v_k's.
1.5.0.0

Updated documentation to MATLAB style.
Added testing code.
1.4.0.0

Better formatting of printout.
Updates to documentation.
1.3.0.0

Bug fix for the default value of itnlim.
1.2.0.0

Updated h1 line, some documentation and default parameters.
1.0.0.0