From: Eric Loomis
Date: Thu, 18 Jun 2009 16:09:18 -0600
I am using the routine DGGSVD (CLAPACK) to solve constrained least
squares problems. To do this I need to form a matrix X from Q and R
as discussed in GSVD literature. R appears to be nearly diagonal.
The result of using the GSVD to solve a system of equations is that
the first half of the solution is nearly zero, but the second half
gives the correct answer. Can you put me in contact with someone
familiar with this routine to work out this issue? I can supply the
source code if required.
P-24 plasma physics
Los Alamos National Laboratory