An iterative method is presented for solving linear systems and linear least-square systems. The method is based on the Golub-Kahan bidiagonalization process. It is analytically equivalent to the standard method of MINRES applied to the normal equation. Compared to LSQR, it is safer to terminate LSMR early.
Details about LSMR can be found on
David (2021). LSMR: An iterative algorithm for least-squares problems (https://www.mathworks.com/matlabcentral/fileexchange/27183-lsmr-an-iterative-algorithm-for-least-squares-problems), MATLAB Central File Exchange. Retrieved .
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