What subroutine solve the underdetermind linear system Ax=B?

[fatalme]

Hello, everyone:

I need to solve a underdetermined linear systems, Ax=B, where A is m by n, and m<n, and x must be positive. Is there any subrotine in Lapack could solve my problem? What's its name? Thanks very much!

Best Regards.

[Julien Langou]

Not to my knowledge.
xGELS handles the underdetermined case however the constraint on x is to have minimum 2-norm. If your constraint is to have positive elements in x, there is no driver in LAPACK for this.
Julien

[fatalme]

I think out a method. that is to make X=Y+C, while C is a constant larger than max(abs(X)), for example 5, then solve the least square problem of Y. or using the code NNLS from internet:
http://hesperia.gsfc.nasa.gov/~schmahl/nnls/nnls.for

Not to my knowledge.
xGELS handles the underdetermined case however the constraint on x is to have minimum 2-norm. If your constraint is to have positive elements in x, there is no driver in LAPACK for this.
Julien

[Julien Langou]

Thanks for the url.

[mbibby]

Fatalme, review "SVD for fwer equations than unknowns in "Numerical Recipes in Fortan 77". Then use one of the LAPACK SVD routines.

Malcolm M Bibby