Intel® oneAPI Math Kernel Library Developer Reference - Fortran

Generalized Linear Least Squares (LLS) Problems: LAPACK Driver Routines

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. The corresponding routine names in the Fortran 95 interface are without the first symbol.

Driver Routines for Solving Generalized LLS Problems

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.