pub fn least_squares_cgnr(
a: &SparseMatrix,
b: &[f64],
tolerance: f64,
max_iterations: usize,
) -> Option<Vec<f64>>Expand description
Minimize ‖A·x − b‖ by conjugate gradient on the normal equations,
from zero, so a rank-deficient system yields the minimum-norm
least-squares solution. Convergence is declared when the gradient
‖Aᵀ(b − A·x)‖ falls to tolerance relative to ‖Aᵀb‖; None means
the iteration budget ran out before that happened.
§Panics
If b is not rows long.