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diff --git a/octave_packages/m/sparse/spaugment.m b/octave_packages/m/sparse/spaugment.m
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+## Copyright (C) 2008-2012 David Bateman
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{s} =} spaugment (@var{A}, @var{c})
+## Create the augmented matrix of @var{A}.  This is given by
+##
+## @example
+## @group
+## [@var{c} * eye(@var{m}, @var{m}), @var{A};
+##             @var{A}', zeros(@var{n}, @var{n})]
+## @end group
+## @end example
+##
+## @noindent
+## This is related to the least squares solution of
+## @code{@var{A} \ @var{b}}, by
+##
+## @example
+## @group
+## @var{s} * [ @var{r} / @var{c}; x] = [ @var{b}, zeros(@var{n}, columns(@var{b})) ]
+## @end group
+## @end example
+##
+## @noindent
+## where @var{r} is the residual error
+##
+## @example
+## @var{r} = @var{b} - @var{A} * @var{x}
+## @end example
+##
+## As the matrix @var{s} is symmetric indefinite it can be factorized
+## with @code{lu}, and the minimum norm solution can therefore be found
+## without the need for a @code{qr} factorization.  As the residual
+## error will be @code{zeros (@var{m}, @var{m})} for under determined
+## problems, and example can be
+##
+## @example
+## @group
+## m = 11; n = 10; mn = max (m, n);
+## A = spdiags ([ones(mn,1), 10*ones(mn,1), -ones(mn,1)],
+##              [-1, 0, 1], m, n);
+## x0 = A \ ones (m,1);
+## s = spaugment (A);
+## [L, U, P, Q] = lu (s);
+## x1 = Q * (U \ (L \ (P  * [ones(m,1); zeros(n,1)])));
+## x1 = x1(end - n + 1 : end);
+## @end group
+## @end example
+##
+## To find the solution of an overdetermined problem needs an estimate
+## of the residual error @var{r} and so it is more complex to formulate
+## a minimum norm solution using the @code{spaugment} function.
+##
+## In general the left division operator is more stable and faster than
+## using the @code{spaugment} function.
+## @end deftypefn
+
+function s = spaugment (A, c)
+  if (nargin < 2)
+    if (issparse (A))
+      c = max (max (abs (A))) / 1000;
+    else
+      if (ndims (A) != 2)
+        error ("spaugment: expecting 2-dimenisional matrix");
+      else
+        c = max (abs (A(:))) / 1000;
+      endif
+    endif
+  elseif (!isscalar (c))
+    error ("spaugment: C must be a scalar");
+  endif
+
+  [m, n] = size (A);
+  s = [ c * speye(m, m), A; A', sparse(n, n)];
+endfunction
+
+%!testif HAVE_UMFPACK
+%! m = 11; n = 10; mn = max(m ,n);
+%! A = spdiags ([ones(mn,1), 10*ones(mn,1), -ones(mn,1)],[-1,0,1], m, n);
+%! x0 = A \ ones (m,1);
+%! s = spaugment (A);
+%! [L, U, P, Q] = lu (s);
+%! x1 = Q * (U \ (L \ (P  * [ones(m,1); zeros(n,1)])));
+%! x1 = x1(end - n + 1 : end);
+%! assert (x1, x0, 1e-6)