[SciPy-user] sparse least squares problem

[Bryan Cole]

Hi,

I've got a sparse (complex) least-squares problem to solve. Can anyone 
suggest the most appropriate scipy routines to apply to this (i.e. do the 
sparse solvers do least squares, for example?). scipy.linalg.lstsq works 
OK for small datasets but it. doesn't seem to scale up well. Maybe an 
iterative approach would be better.

Any pointers would be much appreciated. I'm no linalg expert.

cheers,
Bryan