Hello everyone,

I would like to know if there is an equivalent call to Matlab's lscov in LAPACK, more concretely lscov in this form:

x = lscov(A,b,V), where V is an m-by-m real symmetric positive definite matrix, returns the generalized least squares solution to the linear system A*x = b with covariance matrix proportional to V, that is, x minimizes (b - A*x)'*inv(V)*(b - A*x).

I've been looking at LAPACK's documentation and this forum but I can't find an answer :S

Can anyone help me on this?

Thanks,

Diego