Developer Reference

  • 2022.1
  • 12/20/2021
  • Public Content
Contents

SGELSD Example

The routine computes the minimum norm solution to a real linear least squares problem: minimize
||
b
-
A
*
x
||
using the singular value decomposition (SVD) of a rectangular matrix
A
, which may be rank-deficient.
Several right-hand side vectors
b
and solution vectors
x
can be handled in a single call; they are stored as the columns of the right-hand side matrix
B
and the solution matrix
X
.
The effective rank of
A
equals the number of the singular values, which are greater than
rcond
multiplied by the largest singular value.

C Interface

Please refer to the Matrix Layout section of the C Interface Conventions for the description of Row Major (C default) and Column Major (Fortran default).

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.