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velvia
Beginner
51 Views

QR factorisation from LAPACK

Hi,

I would like to do a QR factorization using LAPACK. From the documentation available here https://software.intel.com/en-us/node/521003#E832D468-0891-40EC-9468-6868C8EC9AD0 , I've decided to use geqrf  for the factorization.

As I need to solve a Least square problem, I need to solve R.x = (Q1)^T b as explained in the documentation. You can apply matrix Q with the function ormqr. But, which routine should I use to solve R.x = y ?

 

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mecej4
Black Belt
51 Views

Velvia, can you explain what you are attempting to do? If all you want is the least-squares solution to overdetermined equations with a full-rank matrix, you can use the "driver" routine ?GELS(). 

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