From 02be35795c2845334007e33d2efdb15555ac17bf Mon Sep 17 00:00:00 2001 From: Tim Holy Date: Mon, 3 Jun 2024 04:51:49 -0500 Subject: [PATCH] Highlight non-square options This increases the visibility of the least-squares solvers and clarifies that all algorithms in "What method should I use for linear systems?" refer only to square linear systems. Closes #353 --- docs/src/index.md | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/docs/src/index.md b/docs/src/index.md index 2881c612..19584aad 100644 --- a/docs/src/index.md +++ b/docs/src/index.md @@ -8,6 +8,8 @@ For more information on future methods have a look at the package [roadmap](http ## What method should I use for linear systems? +### Square linear systems + When solving linear systems $Ax = b$ for a square matrix $A$ there are quite some options. The typical choices are listed below: | Method | When to use it | @@ -22,7 +24,10 @@ We also offer [Chebyshev iteration](@ref Chebyshev) as an alternative to Conjuga Stationary methods like [Jacobi](@ref), [Gauss-Seidel](@ref), [SOR](@ref) and [SSOR](@ref) can be used as smoothers to reduce high-frequency components in the error in just a few iterations. -When solving **least-squares** problems we currently offer just [LSMR](@ref LSMR) and [LSQR](@ref LSQR). +### Non-square systems: least squares + +When solving **least-squares** problems we currently offer [LSMR](@ref LSMR) and [LSQR](@ref LSQR). +LSMR generally converges more quickly than LSQR. ## Eigenproblems and SVD