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Solver for least square problems #240

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Michael-T-McCann opened this issue Mar 3, 2022 · 0 comments · Fixed by #354
Closed

Solver for least square problems #240

Michael-T-McCann opened this issue Mar 3, 2022 · 0 comments · Fixed by #354
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enhancement New feature or request

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@Michael-T-McCann
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Currently, solving a simple least squares problem, min_x || Ax - b ||, in SCICO requires calling conjugate gradient on ATA and ATb. For a user without much inverse problem experience, this may not be intuitive. Let's add a solver like numpy.linalg.lstsq that takes A and b as input.

Easy approach: just make a wrapper around the existing CG.
@Michael-T-McCann Michael-T-McCann added the enhancement New feature or request label Mar 3, 2022
@bwohlberg bwohlberg mentioned this issue Oct 20, 2022
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@bwohlberg bwohlberg linked a pull request Oct 20, 2022 that will close this issue
Resolve issue #240 #354
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bwohlberg added a commit that referenced this issue Oct 24, 2022
@bwohlberg
Resolve issue #240 (#354)
ed1c82f 
* Add docs and implementation of parameter that had no effect

* Add least squares solver function

* Docs fix

* Move support for optional x0 into cg function

* Resolve mypy error

* Typo fix
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Resolve issue #240 lanl/scico
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