Linear Least Squares (LLS) Problems

This topic describes LAPACK driver routines used for solving linear least squares problems. Table "Driver Routines for Solving LLS Problems" lists all such routines for the FORTRAN 77 interface. The corresponding routine names in the Fortran 95 interface are without the first symbol.

Driver Routines for Solving LLS Problems

Routine Name

Operation performed

gels

Uses QR or LQ factorization to solve a overdetermined or underdetermined linear system with full rank matrix.

gelsy

Computes the minimum-norm solution to a linear least squares problem using a complete orthogonal factorization of A.

gelss

Computes the minimum-norm solution to a linear least squares problem using the singular value decomposition of A.

gelsd

Computes the minimum-norm solution to a linear least squares problem using the singular value decomposition of A and a divide and conquer method.

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