[ublas] nonsquare system of equations - corrected

From: Sorkin Dima (dsorkin_at_[hidden])
Date: 2006-11-13 05:33:49

Mistype in my previous message:
The algorithm have to solve system of equations on each step.
The matrix is the same.

---------- Forwarded message ----------
Date: Mon, 13 Nov 2006 12:28:28 +0200 (IST)
From: Sorkin Dima <dsorkin_at_[hidden]>
To: ublas mailing list <ublas_at_[hidden]>
Subject: nonsquare system of equations

Hi.
  Question,less concerned uBLAS, but anyway.

Description: I have a stepping algorithm that solves
nonsquare ( n_rows > n_cols ) system of equations. The matrix is
regular sparse, size not huge (up to n_rows = 5000). On each step
I have a good  initial guess from the previous iteration.
Solution in LSQR sense, or any other sense making sense :-)

Question:
1. Anyone knows of iterative solver code for LSQR problem in internet.
Or some well explained template for it ? I would prefer to be able to
adapt uBLAS matrix for it.

2. Same about family of sparse QR decompositions.

Thank you,
  Dima.