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}
}
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

Citations

Publications citing this paper.

References

Publications referenced by this paper.
Showing 1-10 of 13 references

Applying recursion to serial and parallel QR factorization leads to better performance

IBM Journal of Research and Development • 2000
View 7 Excerpts
Highly Influenced

Waśniewski, A recursive formulation of Cholesky factorization of a matrix in packed storage

B. S. Andersen, F. G. Gustavson
ACM Trans. Math. Software, • 2001
View 1 Excerpt

and B

I. Jonsso
K̊agström, Parallel triangular Sylvester-type matrix equation solvers for SMP systems using recursive blocking, in Applied Parallel Computing. New Paradigms for HPC in Industry and Academia, T. Sørvik et. al. (eds.), Lecture Notes in Computer Science, Vol. 1947, Springer-Verlag, New York, • 2001
View 1 Excerpt

and D

E. Anderson, Z. Bai, +7 authors S. Ostrouchov
Sorensen, LAPACK Users’ Guide—Release 3.0, SIAM, Philadelphia, PA, • 1999
View 1 Excerpt