D9a1: Least squares (L2) solution


F04AMF   Least-squares solution of m real equations in n unknowns, rank =n, m≥n using iterative refinement (Black Box)
F04JGF   Least-squares (if rank =n) or minimal least-squares (if rank <n) solution of m real equations in n unknowns, rank ≤n, m≥n
F04QAF   Sparse linear least-squares problem, m real equations in n unknowns
F04YAF   Covariance matrix for linear least-squares problems, m real equations in n unknowns
F08AAF   Solves an overdetermined or underdetermined real linear system
F08ANF   Solves an overdetermined or underdetermined complex linear system
F08BAF   Computes the minimum-norm solution to a real linear least-squares problem
F08BNF   Computes the minimum-norm solution to a complex linear least-squares problem
F08KAF   Computes the minimum-norm solution to a real linear least-squares problem using singular value decomposition
F08KCF   Computes the minimum-norm solution to a real linear least-squares problem using singular value decomposition (divide-and-conquer)
F08KNF   Computes the minimum-norm solution to a complex linear least-squares problem using singular value decomposition
F08KQF   Computes the minimum-norm solution to a complex linear least-squares problem using singular value decomposition (divide-and-conquer)

NAG Fortran Library
GAMS Classification Index
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© The Numerical Algorithms Group Ltd, Oxford UK. 2004