Search found 2 matches

by Robert17
Wed Nov 08, 2017 12:55 pm
Forum: User discussion
Topic: Linear least squares solver with a constraint
Replies: 2
Views: 888

Re: Linear least squares solver with a constraint

Yes, we want a CUDA version of the LAPACK routine. Thanks for letting me know. I'm currently talking to the developers to see if they can add this routine.
by Robert17
Tue Nov 07, 2017 3:40 pm
Forum: User discussion
Topic: Linear least squares solver with a constraint
Replies: 2
Views: 888

Linear least squares solver with a constraint

Does the MAGMA library support a linear least squares solver subject to an inequality? I'm trying to write a CUDA equivalent of a MATLAB function called lsqlin.
https://www.mathworks.com/help/optim/ug ... tid=doc_ta
Anyone know how I can do this?