MINRES-QLP

Computing min-length (pseudoinverse) solution to symmetric (possibly singular) Ax=b or min||Ax-b||.

REFERENCES:
Sou-Cheng T. Choi and Michael A. Saunders,
ALGORITHM: MINRES-QLP for Singular Symmetric and Hermitian Linear
Equations and Least-Squares Problems, to appear in ACM Transactions on
Mathematical Software.

Sou-Cheng T. Choi, Christopher C. Paige, and Michael A. Saunders,
MINRES-QLP: A Krylov Subspace Method for Indefinite or Singular Symmetric
Systems, SIAM Journal on Scientific Computing, Vol. 33, No. 4, August
2011, pp. 1810--1836.

Sou-Cheng T. Choi's PhD Dissertation, Stanford University, 2006:
http://www.stanford.edu/group/SOL/dissertations.html

CURRENT / FUTURE RELEASES of minresqlp:
Version 2:
http://code.google.com/p/minres-qlp/
http://www.mathworks.com/matlabcentral/fileexchange
Version 1:
http://code.google.com/p/minres-qlp/
http://www.stanford.edu/group/SOL/download.html
Other implementations in Fortran 90/95, Python:
http://code.google.com/p/minres-qlp/