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.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element