Linear Least Squares
The linear least squares subroutines provide least squares solutions to linear systems of equations for general matrices using a QR factorization or a singular value decomposition. Some of these subroutines correspond to the LAPACK routines described in reference [9].
Short-Precision Subroutine | Long-Precision Subroutine | Descriptive Name and Location |
---|---|---|
SGESVD^{Δ}
CGESVD^{Δ} SGESDD^{Δ} CGESDD^{Δ} LAPACKE_sgesvd^{Δ} LAPACKE_cgesvd^{Δ} LAPACKE_sgesdd^{Δ} LAPACKE_cgesdd^{Δ} |
DGESVD^{Δ}
ZGESVD^{Δ} DGESDD^{Δ} ZGESDD^{Δ} LAPACKE_dgesvd^{Δ} LAPACKE_zgesvd^{Δ} LAPACKE_dgesdd^{Δ} LAPACKE_zgesdd^{Δ} |
SGESVD, DGESVD, CGESVD, ZGESVD, SGESDD, DGESDD, CGESDD, and ZGESDD (Singular Value Decomposition for a General Matrix) |
SGEQRF^{Δ}^{GPU}
CGEQRF^{Δ}^{GPU} LAPACKE_sgeqrf^{Δ} LAPACKE_cgeqrf^{Δ} |
DGEQRF^{Δ}^{GPU} ZGEQRF^{Δ}^{GPU} LAPACKE_dgeqrf^{Δ} LAPACKE_zgeqrf^{Δ} |
SGEQRF, DGEQRF, CGEQRF, and ZGEQRF (General Matrix QR Factorization) |
SGELS^{Δ }^{GPU }
CGELS^{Δ }^{GPU }
LAPACKE_sgels^{Δ } LAPACKE_cgels^{Δ} |
DGELS^{Δ GPU }
ZGELS^{Δ }^{GPU }
LAPACKE_dgels^{Δ } LAPACKE_zgels^{Δ } |
SGELS, DGELS, CGELS, and ZGELS (Linear Least Squares Solution for a General Matrix) |
SGELSD^{Δ}
CGELSD^{Δ}
LAPACKE_sgelsd^{Δ } LAPACKE_cgelsd^{Δ } |
DGELSD^{Δ}
ZGELSD^{Δ}
LAPACKE_dgelsd^{Δ } LAPACKE_zgelsd^{Δ } |
SGELSD, DGELSD, CGELSD, and ZGELSD (Linear Least Squares Solution for a General Matrix Using the Singular Value Decomposition) |
^{Δ} LAPACK ^{GPU} This subroutine can offload computations to the GPUs when the ESSL SMP CUDA Library is used. |
Short-Precision Subroutine | Long-Precision Subroutine | Descriptive Name and Location |
---|---|---|
SGESVF^{§} | DGESVF^{§} | SGESVF and DGESVF (Singular Value Decomposition for a General Matrix) |
SGESVS^{§} | DGESVS^{§} | SGESVS and DGESVS (Linear Least Squares Solution for a General Matrix Using the Singular Value Decomposition) |
SGELLS^{§} | DGELLS^{§} | SGELLS and DGELLS (Linear Least Squares Solution for a General Matrix with Column Pivoting) |
^{§} This subroutine is provided only for migration from earlier releases of ESSL and is not intended for use in new programs. |