topic Minimize Ax - b in L inf norm in Intel® oneAPI Math Kernel Library

topic Minimize Ax - b in L inf norm in Intel® oneAPI Math Kernel Library https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Minimize-Ax-b-in-L-inf-norm/m-p/1215864#M30137 <P>Hello,<BR />in mkl, I have found a ?gelsy function (<A href="https://software.intel.com/content/www/us/en/develop/documentation/mkl-developer-reference-c/top/lapack-routines/lapack-least-squares-and-eigenvalue-problem-routines/lapack-least-squares-and-eigenvalue-problem-driver-routines/linear-least-squares-lls-problems-lapack-driver-routines/gelsy.html" target="_blank">https://software.intel.com/content/www/us/en/develop/documentation/mkl-developer-reference-c/top/lapack-routines/lapack-least-squares-and-eigenvalue-problem-routines/lapack-least-squares-and-eigenvalue-problem-driver-routines/linear-least-squares-lls-problems-lapack-driver-routines/gelsy.html</A>), which <SPAN>computes the minimum-norm solution to a real/complex linear least squares problem. Now, I am wondering if exists some function which computes the solution in L inf norm. Or can anyone help me how to use mkl functions to solve it?</SPAN></P> Thu, 08 Oct 2020 08:02:46 GMT Radimoid 2020-10-08T08:02:46Z Minimize Ax - b in L inf norm https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Minimize-Ax-b-in-L-inf-norm/m-p/1215864#M30137 <P>Hello,<BR />in mkl, I have found a ?gelsy function (<A href="https://software.intel.com/content/www/us/en/develop/documentation/mkl-developer-reference-c/top/lapack-routines/lapack-least-squares-and-eigenvalue-problem-routines/lapack-least-squares-and-eigenvalue-problem-driver-routines/linear-least-squares-lls-problems-lapack-driver-routines/gelsy.html" target="_blank">https://software.intel.com/content/www/us/en/develop/documentation/mkl-developer-reference-c/top/lapack-routines/lapack-least-squares-and-eigenvalue-problem-routines/lapack-least-squares-and-eigenvalue-problem-driver-routines/linear-least-squares-lls-problems-lapack-driver-routines/gelsy.html</A>), which <SPAN>computes the minimum-norm solution to a real/complex linear least squares problem. Now, I am wondering if exists some function which computes the solution in L inf norm. Or can anyone help me how to use mkl functions to solve it?</SPAN></P> Thu, 08 Oct 2020 08:02:46 GMT https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Minimize-Ax-b-in-L-inf-norm/m-p/1215864#M30137 Radimoid 2020-10-08T08:02:46Z