Algorithm 853
Published in ACM Transactions on Mathematical Software • Mar 1, 2006
NobleIDNI5P17W34R48S03
Authors:,
Leslie V. Foster
Rajesh Kommu
Abstract
Existing routines, such as xGELSY or xGELSD in LAPACK, for solving rank-deficient least squares problems require O( mn 2 ) operations to solve min ‖ b − Ax ‖ where A is an m by n matrix. We present a modification of the LAPACK routine xGELSY that requires O( mnk ) operations where k is the effective...
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