A subspace search method for solving a class of least squares problem is pre
sented in the paper. The original problem is divided into many independent sub
problems, and a search direction is obtained by solving each of the subproblems, as
well as a new iterative point is determined by choosing a suitable steplength such
that the value of residual norm is decreasing. The convergence result is also given.
The numerical test is also shown for a special problem,