  This document is an introduction to the Matlab package SDLS (Semi-Definite
Least-Squares) for solving least-squares problems over convex symmetric cones.
The package is shortly presented through the addressed problem, a sketch of the
implemented algorithm, the syntax and calling sequences, a simple numerical
example and some more advanced features. The implemented method consists in
solving the dual problem with a quasi-Newton algorithm. We note that SDLS is
not the most competitive implementation of this algorithm: efficient, robust,
commercial implementations are available (contact the authors). Our main goal
with this Matlab SDLS package is to provide a simple, user-friendly software
for solving and experimenting with semidefinite least-squares problems. Up to
our knowledge, no such freeware exists at this date.
