[SciPy-Dev] Iterative Least Squares for Sparse Systems

josef.pktd@gmai... josef.pktd@gmai...
Mon Apr 19 00:07:56 CDT 2010


2010/4/19 Stéfan van der Walt <stefan@sun.ac.za>:
> Hi Jake
>
> Lsqr will be included in the next release, but in the meantime you may
> download lsqr.py and import it as a stand-alone module.
>
> Lsqr is aimed at solving large, sparse, over-determined systems such as
> yours.

In case anyone is interested in the "Official successor", I recently saw

LSMR: An iterative algorithm for least-squares problems
07 Apr 2010 (Updated 14 Apr 2010)
Code covered by the BSD License
Official successor to the LSQR algorithm, developed by David Fong and
Michael Saunders.
http://www.mathworks.com/matlabcentral/fileexchange/27183-lsmr-an-iterative-algorithm-for-least-squares-problems

comment by John D'Errico 	: (The reduction in time was typically in
the 10-50% range over lsqr in my tests on some random matrices.)

Josef

>
> Regards
> Stefan
>
> On Apr 14, 2010 6:58 PM, "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?
>   -Jake
> _______________________________________________
> SciPy-Dev mailing list
> SciPy-Dev@scipy.org
> http://mail.scipy.org/mailman/listinfo/scipy-dev
>
> _______________________________________________
> SciPy-Dev mailing list
> SciPy-Dev@scipy.org
> http://mail.scipy.org/mailman/listinfo/scipy-dev
>
>


More information about the SciPy-Dev mailing list