LSMR
Nearly direct port of http://www.mathworks.com/matlabcentral/fileexchange/27183-lsmr--an-iterative-algorithm-for-least-squares-problems (BSD licensed code)
http://web.stanford.edu/group/SOL/software/lsmr/
The only difference is that they square the regularization factor.
Value members
Concrete methods
def solve[M, MT, V](A: M, b: V, regularization: Double, tolerance: Double, maxIter: Int, quiet: Boolean)(implicit multMV: Impl2[M, V, V], transA: CanTranspose[M, MT], multMTV: Impl2[MT, V, V], ispace: MutableInnerProductVectorSpace[V, Double]): V
Solves the problem min pow(norm(A * x - b), 2) + regularization * pow(norm(x), 2)
Solves the problem min pow(norm(A * x - b), 2) + regularization * pow(norm(x), 2)