MCGLS

From this page you can get a Matlab® implementation mcgls.m of the multishift CGLS algorithm as described and analysed in
Gerard L.G. Sleijpen and Jasper van den Eshof,
Accurate conjugate gradient methods for shifted systems,
Preprint 1265 ( .ps.gz, .pdf), Dep. Math., University Utrecht (January, 2003). ( bibtex)

The code is provided on an "as is" basis. The authors provide no warranty whatsoever, either expressed or implied, regarding the work, including warranties with respect to its merchantability or fitness for any particular purpose. The code is distributed under the terms of the GNU General Public License (version 2 of the License, or any later version) as published by the Free Software Foundation.

The file MShift.tar.gz contains the Matlab code mcgls.m of the multishift CGLS algorithm plus a few simple test files and a main file main.m that can help to see how mcgls.m can be used. mcgls.m.gz provides mcgls.m in gzip format.




Gerard L. G. Sleijpen©       sleijpen@math.ruu.nl