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object LSMR extends SerializableLogging

Nearly direct port of http://www.mathworks.com/matlabcentral/fileexchange/27183-lsmr--an-iterative-algorithm-for-least-squares-problems (BSD licensed code)

http://web.stanford.edu/group/SOL/software/lsmr/

The only difference is that they square the regularization factor.

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SerializableLogging, Serializable, Serializable, AnyRef, Any
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  15. def solve[M, MT, V](A: M, b: V, regularization: Double = 0.0, tolerance: Double = 1E-9, maxIter: Int = 1000, quiet: Boolean = false)(implicit multMV: operators.OpMulMatrix.Impl2[M, V, V], transA: CanTranspose[M, MT], multMTV: operators.OpMulMatrix.Impl2[MT, V, V], ispace: MutableInnerProductVectorSpace[V, Double]): V

    Solves the problem min pow(norm(A * x - b), 2) + regularization * pow(norm(x), 2)

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    (Since version ) see corresponding Javadoc for more information.

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