A FASTER AND SIMPLER RECURSIVE ALGORITHM FOR THE LAPACK ROUTINE DGELS

@inproceedings{Elmroth2001AFA,
  title={A FASTER AND SIMPLER RECURSIVE ALGORITHM FOR THE LAPACK ROUTINE DGELS},
  author={Erik Elmroth and Fred G. Gustavson},
  year={2001}
}

• Erik Elmroth, Fred G. Gustavson
• Published 2001

We present new algorithms for computing the linear least squares solution to overdetermined linear systems and the minimum norm solution to underdetermined linear systems. For both problems, we consider the standard formulation min ‖AX −B‖F and the transposed formulation min ‖A X−B‖F , i.e, four different problems in all. The functionality of our implementation corresponds to that of the LAPACK routine DGELS. The new implementation is significantly faster and simpler. It outperforms the LAPACK… CONTINUE READING

Save to Library

Create Alert

Cite

View Paper