Multi-shift CGLS



solves the systems of linear equations

(A *A+TAU(I)*EYE(N))*X(:,I)=A *B (I=1:L)

for X with the multishift CGLS algorithm. The right hand side (column)

vector B must have length M, where the coefficient matrix A is M-by-N.

TAU is a vector of reals (the shifts) of length L.



For a short demo run main.m