topic Re: Solving overdetermined system XA=B in Intel® oneAPI Math Kernel Library

Solving overdetermined system XA=B

hagai_sela — Sun, 01 Nov 2009 12:24:52 GMT

Hi,
I need to find a least squares solution to an overdetermined system of linear equations of the form XA=B.
I read the LAPACK documentation, but it only seems to solve equations of the form AX=B. I know that I can use the identity:
XA=B <-> A'X' = B'.
Is there a more elegant way to solve this?

Thanks,
Hagai.

Re: Solving overdetermined system XA=B

hagai_sela — Sun, 01 Nov 2009 21:06:30 GMT

Well, apparently there is a much simpler solution since the matrix is triangular.
However, I am getting a crash when trying to solve for a large matrix. I'll open a new thread.

Hagai.

Re: Solving overdetermined system XA=B

Gennady_F_Intel — Mon, 02 Nov 2009 07:01:41 GMT

Quoting - hagai_sela

Well, apparently there is a much simpler solution since the matrix is triangular.
However, I am getting a crash when trying to solve for a large matrix. I'll open a new thread.

Hagai.

well, just for forum user's referencies - "http://software.intel.com/en-us/forums/showthread.php?t=69565"