[SciPy-Dev] Iterative Least Squares for Sparse Systems

[Nathaniel Smith]

On Wed, Apr 14, 2010 at 9:55 AM, Jake VanderPlas <jakevdp@gmail.com> wrote:
> Hello,
> I've noticed a trunk project at
>  http://projects.scipy.org/scipy/browser/trunk/scipy/sparse/linalg/isolve/lsqr.py
> This looks like a very useful piece of code - anybody know the status
> of including it in a scipy release?
> I ask because I need to find a solution of a very large
> over-determined sparse linear system.  I suppose I could just use
> scipy.optimize.leastsq on a function which returns the residual, but
> that seems a bit hacked.  Is there a better way to do this at present?

I guess it depends on the details of your problem, but you might find
scikits.sparse.cholmod useful:
  http://packages.python.org/scikits.sparse/cholmod.html#quickstart

-- Nathaniel