0000435: IMPLEMENTED: sparse LSQR solver

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000435

[ALGLIB] Linear algebra

feature

have not tried

2012-01-17 11:31

Reporter

SergeyB

View Status

public

Assigned To

Leo

Priority

normal

Resolution

implemented

Status

resolved

Product Version

Summary

0000435: IMPLEMENTED: sparse LSQR solver

Description

Sparse solver which works with matrices represented by SparseMatrix structure and can solve:
* square non-symmetric non-degenerate problems
* non-square non-degenerate problems (least squares solution is returned)

This solvers avoid squaring of condition number when working with least squares problem. Thus, it is better suited for solution of least squares problems than CG on normal equations. However, algorithm should be used with caution on rank-deficient or ill conditioned problems.

Additional Information

Programming language

Unspecified

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Issue History
Date Modified	Username	Field	Change
2012-01-17 11:31	SergeyB	New Issue
2012-01-17 11:31	SergeyB	Status	new => assigned
2012-01-17 11:31	SergeyB	Assigned To	=> Leo
2012-01-17 11:31	SergeyB	Programming language	=> Unspecified
2012-01-17 11:31	SergeyB	Status	assigned => resolved
2012-01-17 11:31	SergeyB	Fixed in Version	=> 3.5.0
2012-01-17 11:31	SergeyB	Resolution	open => implemented

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