Mantis - ALGLIB
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435 Linear algebra feature have not tried 2012-01-17 11:31 2012-01-17 11:31
SergeyB  
Leo  
normal  
resolved  
implemented  
none    
none 3.5.0  
Unspecified
0000435: IMPLEMENTED: sparse LSQR solver
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.
Issue History
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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