scipy/scipy — pull request #103 by stefanv (2011-11-01 02:11:38+00:00)
Title: ENH: Add LSMR iterative solver.

LSMR is an iterative method for solving (sparse) linear and linear least-squares systems. The method is based on the Golub-Kahan bi-diagonalization process. It is analytically equivalent to the standard method of MINRES applied to the normal equation. Compared to LSQR (already included in scipy), it is safer to terminate LSMR early.

Also see http://www.stanford.edu/~clfong/lsmr.html