LAPACK: SUBROUTINE DGELSS DGELSS computes the minimum norm solution to a real linear least squares problem: Minimize 2-norm(| b - A*x |). using the singular value decomposition (SVD) of A. A is an M-by-N matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call; they are stored as the columns of the M-by-NRHS right hand side matrix B and the N-by-NRHS solution matrix X. The effective rank of A is determined by treating as zero those singular values which are less than RCOND times the largest singular value. (Source: http://plato.asu.edu)
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References in zbMATH (referenced in 3 articles )
Showing results 1 to 3 of 3.
- Li, Wenbin; Simon, Sven; Kieß, Steffen: On the estimation of numerical error bounds in linear algebra based on discrete stochastic arithmetic (2012)
- Foster, Leslie V.: Solving rank-deficient and ill-posed problems using UTV and QR factorizations (2003)
- Spedicato, Emilio; Bodon, Elena; Del Popolo, Antonino; Mahdavi-Amiri, Nezam: ABS methods and ABSPACK for linear systems and optimization: A review (2003)