Algorithm 853: An efficient algorithm for solving rank-deficient least squares problems

Leslie Foster, Rajesh Kommu

Code and Data Abstract

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.

Article

Leslie Foster, Rajesh Kommu, et al. "Algorithm 853: An efficient algorithm for solving rank-deficient least squares problems." ACM Transactions on Mathematical Software.     doi:10.1145/1132973.1132981. Retrieved 12/15/2018 from researchcompendia.org/compendia/2013.292/

Compendium Type: Published Papers
Primary Research Field: Computer and Information Sciences
Secondary Research Field: Mathematics
Content License: Public Domain Mark
Code License: MIT License

Page Owner

jenn.seiler@gmail.com

created 12/12/2013

modified 01/16/2014

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