Differences between scipy.sparse.linalg.lsmr and scipy.sparse.linalg.lsqr

Does anyone know when to choose which one? They seem the same to me ...

lsmr lsqr

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Both packages do the same. LSMR is based on the Fong and Saunders algorithm since 2010 (see the document ), and was introduced to scipy quite recently (i.e. version 0.10 and it won before). According to the document, LSMR should converge faster than LSQR, which uses the Page and Saunders algorithm, which has been around for almost 30 years.

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Source: https://habr.com/ru/post/923455/


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