topic Search the Web for "QR-update in IntelĀ® oneAPI Math Kernel Library
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/efficiently-solving-least-squares-problems-iteratively/m-p/970744#M16564
<P>Search the Web for "QR-update" and see if there is something there that you can put to use in your application.</P>Fri, 24 May 2013 14:24:53 GMTmecej42013-05-24T14:24:53Zefficiently solving least squares problems iteratively
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/efficiently-solving-least-squares-problems-iteratively/m-p/970743#M16563
<P>I'm performing an iterative routine, where at each iteration I am solving a least squares problem using ?gels. At each iteration step I update a column of the matrix A, which will ulitmately converge, as will the solution vector b.</P>
<P>My question is this: Because at each iteration the solution vector b is changing only very little, is it possible to solve this more efficiently than repeatedly calling ?gels (perhaps by calling some of the routines that ?gels itself calls), since I know that I am often very close to the solution?</P>
<P>Thank you,</P>
<P>Tracy</P>Fri, 24 May 2013 14:07:19 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/efficiently-solving-least-squares-problems-iteratively/m-p/970743#M16563tracyx2013-05-24T14:07:19ZSearch the Web for "QR-update
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/efficiently-solving-least-squares-problems-iteratively/m-p/970744#M16564
<P>Search the Web for "QR-update" and see if there is something there that you can put to use in your application.</P>Fri, 24 May 2013 14:24:53 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/efficiently-solving-least-squares-problems-iteratively/m-p/970744#M16564mecej42013-05-24T14:24:53Z>>...since I know that I am
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/efficiently-solving-least-squares-problems-iteratively/m-p/970745#M16565
>>...since I know that <STRONG>I am often very close to the solution</STRONG>...
Could you provide more information on that?Tue, 28 May 2013 04:44:10 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/efficiently-solving-least-squares-problems-iteratively/m-p/970745#M16565SergeyKostrov2013-05-28T04:44:10Z