Iterative least squares solvers

[f0uriest]

Hi @patrick-kidger , I've really enjoyed playing around with Lineax!

You have several iterative methods for square systems (CG, GMRES, BICGSTAB) but nothing for least squares problems.

I have a JAX port of scipy.sparse.linalg.lsmr that I should be able to get working with lineax, but wanted to check first:

• is this something lineax users would be interested in?
• any possible licensing issues with scipy? it's been partially rewritten for different control flow etc, but I'm always a bit paranoid about software copyright stuff
• What sorts of tests are needed? I've tested it for basic array inputs but not pytrees, vmapping, implicit solves etc.

[patrick-kidger]

Definitely something we'd be interested in including!

On licensing issues: if you've used the original and then modified it, then we can probably include it whilst reproducing their own license in the implementation file, and in our own top-level LICENSE.

On tests: pytrees definitely need testing. You should also be able to register it with our jvp/vmap/etc. tests that already exist.