gmresls

Solve Least Squares with GMRES(k)

CRAN Package

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.


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  • Suggests1 package