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View Code? Open in Web Editor NEWLeast Squares LSMR library from Fong and Saunders, with modifications
Least Squares LSMR library from Fong and Saunders, with modifications
README for lsmrf90 The software for LSMR (f90 version) is provided by SOL, Stanford University under the terms of the OSI Common Public License (CPL) http://www.opensource.org/licenses/cpl1.0.php or the BSD License http://www.opensource.org/licenses/bsd-license.php 17 Jul 2010: f90 version of LSMR derived from f90 verion of LSQR and Matlab version lsmr.m. Separate modules are used for LSMR, example test problems, and Check routines for A and x. LSMR lives in lsmrModule.f90. Aprod1, Aprod2 (matrix-vector product routines) are in lsmrTestModule.f90. This module illustrates how problem-specific data can be created for Aprod1, Aprod2 even though LSMR calls them with a simple parameter list. 17 Jul 2010: 3 of the 18 test problems request local reorthogonalization (localSize = 10). These 3 tests currently fail. 07 Sep 2010: Local reorthogonalization now works (localSize > 0). 26 Oct 2012: lsmrTestProgram outputs helpful info to the screen. Maintained by David Fong <[email protected]> Michael Saunders <[email protected]> Systems Optimization Laboratory (SOL) Stanford University Stanford, CA 94305-4026, USA ----------------------------------------------------------------------------- LSMR (f90 version) involves the following files: lsmrblas.f90 (not needed if Level 1 BLAS are available) lsmrblasInterface.f90 lsmrCheckModule.f90 lsmrDataModule.f90 lsmrModule.f90 lsmrTestModule.f90 lsmrTestProgram.f90 LSMR.txt (example output file from an Intel Xeon system compiled with gfortran -O on Linux Debian Elive) Makefile README To compile the code and run the test program on Linux or Unix, proceed as follows: make (creates executable TestProgram) ./TestProgram grep appears LSMR.txt "LSMR appears to be successful" should occur 20 times. "LSMR appears to have failed" might occur for the most ill-conditioned problem, but this is not cause for alarm if ||A'r|| is very small (~= 1e-12).
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