If it helps, there is a new LSMR implementation in Mahout. Steal it at will. We are moving to having at LinearOperator interface specifically for conjugate gradient methods like LSMR and power methods like Lanczos or stochastic projection decompositions.
On Tue, Jul 5, 2011 at 7:08 PM, Greg Sterijevski <gsterijev...@gmail.com>wrote: > Hello All, > > I have an open issue with respect to improving the linear regression > techniques in Commons. The current regression technique has some > limitations. Before introducing new implementations, I thought it better to > suggest two interfaces. One interface would define an api each regression > implementation would support. The second interface would define how results > would be passed back to the caller. I have attached a patch to the JIRA > issue. I would be interested to see what comments people have. > > Thank you, > > -Greg >