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 |
---|---|---|
SGESVDΔ
CGESVDΔ SGESDDΔ CGESDDΔ LAPACKE_sgesvdΔ LAPACKE_cgesvdΔ LAPACKE_sgesddΔ LAPACKE_cgesddΔ |
DGESVDΔ
ZGESVDΔ DGESDDΔ ZGESDDΔ LAPACKE_dgesvdΔ LAPACKE_zgesvdΔ LAPACKE_dgesddΔ LAPACKE_zgesddΔ |
SGESVD, DGESVD, CGESVD, ZGESVD, SGESDD, DGESDD, CGESDD, and ZGESDD (Singular Value Decomposition for a General Matrix) |
SGEQRFΔGPU
CGEQRFΔGPU LAPACKE_sgeqrfΔ LAPACKE_cgeqrfΔ |
DGEQRFΔGPU ZGEQRFΔGPU LAPACKE_dgeqrfΔ LAPACKE_zgeqrfΔ |
SGEQRF, DGEQRF, CGEQRF, and ZGEQRF (General Matrix QR Factorization) |
SGELSΔ GPU
CGELSΔ GPU
LAPACKE_sgelsΔ LAPACKE_cgelsΔ |
DGELSΔ GPU
ZGELSΔ GPU
LAPACKE_dgelsΔ LAPACKE_zgelsΔ |
SGELS, DGELS, CGELS, and ZGELS (Linear Least Squares Solution for a General Matrix) |
SGELSDΔ
CGELSDΔ
LAPACKE_sgelsdΔ LAPACKE_cgelsdΔ |
DGELSDΔ
ZGELSDΔ
LAPACKE_dgelsdΔ LAPACKE_zgelsdΔ |
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. |