Intel® oneAPI Math Kernel Library Developer Reference - C
This topic describes LAPACK driver routines used for solving generalized linear least squares problems. Table "Driver Routines for Solving Generalized LLS Problems" lists all such routines.
Routine Name
Operation performed
gglse
Solves the linear equality-constrained least squares problem using a generalized RQ factorization.
ggglm
Solves a general Gauss-Markov linear model problem using a generalized QR factorization.