pub fn lsqr<F, G>(
apply_a: F,
apply_at: G,
b: &[f64],
tol: f64,
max_iter: usize,
) -> Vec<f64>Expand description
LSQR iterative solver for Ax = b
Solves the least squares problem min ||Ax - b||² using the LSQR algorithm. Based on Paige & Saunders (1982).
§Arguments
apply_a- Function that computes A*xapply_at- Function that computes A^T*xb- Right-hand side vectortol- Convergence tolerancemax_iter- Maximum iterations
§Returns
Solution vector x