Intel® oneAPI Math Kernel Library
Ask questions and share information with other developers who use Intel® Math Kernel Library.
Announcements
FPGA community forums and blogs on community.intel.com are migrating to the new Altera Community and are read-only. For urgent support needs during this transition, please visit the FPGA Design Resources page or contact an Altera Authorized Distributor.
7234 Discussions

Minimize Ax - b in L inf norm

Radimoid
Beginner
‎10-08-2020 01:02 AM
991 Views

Hello,
in mkl, I have found a ?gelsy function (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), which 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?

0 Kudos

Link Copied

0 Replies
Reply

Community support is provided Monday to Friday. Other contact methods are available here.

Intel does not verify all solutions, including but not limited to any file transfers that may appear in this community. Accordingly, Intel disclaims all express and implied warranties, including without limitation, the implied warranties of merchantability, fitness for a particular purpose, and non-infringement, as well as any warranty arising from course of performance, course of dealing, or usage in trade.

For more complete information about compiler optimizations, see our Optimization Notice.