LA_GELSS and LA_GELSD compute the minimum-norm least
squares solution to one or more real or complex linear systems
using the singular value decomposition of
. Matrix
is rectangular and may be rank-deficient.
The vectors
and corresponding solution vectors
are
the columns of matrices denoted
and
, respectively.
The effective rank of is determined by treating as zero those
singular values which are less than
times the largest singular
value. In addition to
, the routines also return the right
singular vectors and, optionally, the rank and singular
values of
.
LA_GELSD combines the singular value decomposition with
a divide and conquer technique. For large matrices it is often
much faster than LA_GELSS but uses more workspace.