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?

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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?

https://www.mathworks.com/help/optim/ug ... tid=doc_ta

Anyone know how I can do this?

- Robert17
**Posts:**2**Joined:**Tue Nov 07, 2017 3:30 pm

It sounds like you want the equivalent of the LAPACK routine gglse (least squares with equality constraints).

http://www.netlib.org/lapack/double/dgglse.f

We don't currently have that functionality in MAGMA. We only have the regular least squares (gels).

-mark

http://www.netlib.org/lapack/double/dgglse.f

We don't currently have that functionality in MAGMA. We only have the regular least squares (gels).

-mark

- mgates3
**Posts:**760**Joined:**Fri Jan 06, 2012 2:13 pm

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.

- Robert17
**Posts:**2**Joined:**Tue Nov 07, 2017 3:30 pm

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