gmresls
Solve Least Squares with GMRES(k)
Solves a least squares system Ax~=b (dim(A)=(m,n) with m >= n) with a precondition matrix B: BAx=Bb (dim(B)=(n,m)). Implemented method is based on GMRES (Saad, Youcef; Schultz, Martin H. (1986). "GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems" doi:10.1137/0907058) with callback functions, i.e. no explicit A, B or b are required.
- Version0.2.2
- R versionunknown
- LicenseGPL (≥ 3)
- Needs compilation?No
- Last release10/18/2024
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Team
Serguei Sokol
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