http://www.cs.cornell.edu/Info/People/csun/pssls/index.html
PSSLS(Parallel Solution of Sparse Least Squares Problems) is a sparse matrix package for solving large, sparse, linear least squares problems on distributed-memory machines. This package is implemented in ANSI C using double-precision arithmetic. The IBM Message-Passing Library(MPL) is used for communication among processors.
PSSLS is a parallel direct sparse solver. To solve a sparse linear least squares problem, a sparse QR decomposition is computed. Then a sparse triangular system is solved. Both the sparse QR factorization and the triangular solution are carried out by a blocked-oriented parallel multifrontal scheme. A user's guide to PSSLS is available here. For further information regarding PSSLS, please contact the author(csun@cs.cornell.edu).