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lsmr_solve

Function lsmr_solve 

Source
pub fn lsmr_solve<F, G>(
    a_op: F,
    at_op: G,
    b: &[f64],
    lambda: f64,
    tol: f64,
    max_iter: usize,
) -> Vec<f64>
where F: Fn(&[f64]) -> Vec<f64>, G: Fn(&[f64]) -> Vec<f64>,
Expand description

LSMR solver

Solves min ||Ax - b||₂ where A is a linear operator.

§Arguments

  • a_op - Closure that computes A*x
  • at_op - Closure that computes Aᵀ*y
  • b - Right-hand side vector
  • lambda - Regularization parameter (0 for standard least squares)
  • tol - Convergence tolerance
  • max_iter - Maximum iterations

§Returns

Solution vector x