add lsqr solver

Author: tmigot

src/solvers.jl

@@ -39,6 +39,7 @@ const solvers_nls_const = Dict(
         [:shifts => 10.0 .^ (collect(-10.0:0.5:20.0))],
     ),
     :ST_TROpGN => (HessGaussNewtonOp, PDataST, solve_modelST_TR, ()),
-    :ST_TROpGNLS => (HessGaussNewtonOp, PDataNLSST, solve_modelNLSST_TR, ()),
+    :ST_TROpGNLSCgls => (HessGaussNewtonOp, PDataNLSST, solve_modelNLSST_TR, [:solver_method => :cgls]),
+    :ST_TROpGNLSLsqr => (HessGaussNewtonOp, PDataNLSST, solve_modelNLSST_TR, [:solver_method => :lsqr]),
     :ST_TROpLS => (HessOp, PDataNLSST, solve_modelNLSST_TR, ()),
 )

src/utils/pdata_struct.jl

@@ -252,11 +252,16 @@ function PDataNLSST(
     mintol = sqrt(eps(T)),
     cgatol = (ζ, ξ, maxtol, mintol, gNorm2) -> max(mintol, min(maxtol, ξ * gNorm2^(1 + ζ))),
     cgrtol = (ζ, ξ, maxtol, mintol, gNorm2) -> max(mintol, min(maxtol, ξ * gNorm2^ζ)),
+    solver_method = :cgls,
     kwargs...,
 ) where {S,T}
     d = S(undef, n)
     λ = zero(T)
     OK = true
-    solver = CglsSolver(m, n, S)
+    solver = if solver_method == :cgls
+        CglsSolver(m, n, S)
+    else
+        LsqrSolver(m, n, S)
+    end
     return PDataNLSST(d, λ, ζ, ξ, maxtol, mintol, cgatol, cgrtol, OK, solver)
 end