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

Radimoid
Beginner
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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?

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