Solving least squares problems for underdetermined systems

[gpoole]

Greetings,

I have two related questions re: solving the least squares problem (with routines like `magma_dgels`) for under-determined systems of equations (i.e. cases where m<n; which of course, is not currently supported by Magma):

1) Is support for solving problems of this type anywhere on the horizon in the Magma roadmap?

2) Whether such plans exist or not: does anyone know of any GPU-enabled libraries that solve systems of equations of this type?

Thanks in advance for your help.

Cheers,

...Greg

[mgates3]

Hi Greg,

Support for under-determined systems shouldn't be difficult to add to MAGMA. The necessary pieces (QR, LQ) are already available. We don't have any immediate plans to add it, as it hasn't been requested before, but can look into adding it. I'm not aware if other libraries support it.

-mark

[Sorry for the delay in posting. A misconfiguration left messages in the moderation queue.]

[gpoole]

That would be absolutely fantastic if that could be added in. Indeed ... there are absolutely no CUDA implementations for underdetermined problems anywhere. It looks like CULA used to support them ... but near as I can tell, that project is dead. Is there anything I can do from my end to advance the cause of that added functionality?

[gpoole]

Just pinging this thread again.

Is there anyone I should contact to advocate for getting this functionality added?