Module 544 in TOMS

General Information

L2A and L2B: Fortran subroutines for solving weighted least squares problems by modified Gram-Schmidt with iterative refinement. The types of problems solved include overdetermined and underdetermined systems of linear equations, and problems where the solution is subject to linear equality constraints. The covariance matrix of the solution vector is computed. (See R.H. Wampler, ACM TOMS 5 (1979) pp. 494-499.).

Classification

D9b1	Least squares (L-2) solution of singular, overdetermined or underdetermined systems of linear equations with constraints

Type

subroutine in TOMS package

Language

Fortran

Availability

Some uses prohibited, Portable

Precision

Single Precision

Download from NETLIB; Public access repository

Location

The University of Tennessee at Knoxville and Bell Laboratories

Contact

Jack Dongarra, ORNL (dongarra@cs.utk.edu) and Eric Grosse, Bell Labs (ehg@research.att.com)