Algorithm 853

Algorithm 853: An efficient algorithm for solving rank-deficient least squares problems Existing routines, such as xGELSY or xGELSD in LAPACK, for solving rank-deficient least squares problems require O(mn2) 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 numerical rank of the matrix A. For low rank matrices the modification is an order of magnitude faster than the LAPACK code (Source: http://plato.asu.edu)

This software is also peer reviewed by journal TOMS.

References in zbMATH (referenced in 1 article )

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  1. Çivril, A.: Column subset selection problem is UG-hard (2014)