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LSMR: An iterative algorithm for least-squares problems

version 1.7.0.0 (7.34 KB) by David
Official successor to the LSQR algorithm, developed by David Fong and Michael Saunders.

4.5K Downloads

Updated 10 Mar 2011

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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
http://www.stanford.edu/group/SOL/software/lsmr.html
http://www.stanford.edu/~clfong/lsmr.html

Cite As

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 .

MATLAB Release Compatibility
Created with R2009a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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