Re: [ublas] R: solving a linear system Ax=b with A singular

From: Karl Meerbergen (Karl.Meerbergen_at_[hidden])
Date: 2007-06-04 03:30:47

Marchesi Mauro wrote:

>On Friday 01 June 2007 17:15, Gunter Winkler wrote:
>  
>
>>If you are looking for solutions to over/underdetermined systems
>>you have to solve an auxiliary problem that has a unique solution.
>>[...] both can be done by using a QR decomposition and solving the
>>so called "normal equation" [...] QR is not included in ublas, yet
>>    
>>
>
>Thank you for your answer, and for reminding me some issues about
>numerical linear algebra.
>However, maybe I didn't asked my question clearly: is there a way of
>solving an underdetermined system *by using the uBLAS library*?
>
>Thank you in advance,
>Mauro Marchesi
>
>
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>

Dear Mauro,

You can solve such problem by using the LAPACK routine DGELS. The 
easiest solution probably is using the boost/numeric/bindings/traits and 
boost/numeric/bindigs/lapack from boost-sandbox. Unfortunately, 
currently there is no binding for DGELS, ZGELS. Did someone write a 
binding for these functions?

Karl