Algorithm xxx: an Efficient Algorithm for Solving Rank-Deficient Least Squares Problems
نویسندگان
چکیده
Existing routines, such as xGELSY or xGELSD in LAPACK, for solving rank-deficient least squares problems require O(mn) 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.
منابع مشابه
Solving Rank-Deficient Linear Least-Squares Problems*
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