Solving least squares problems for underdetermined systems

Open discussion for MAGMA library (Matrix Algebra on GPU and Multicore Architectures)
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gpoole
Posts: 4
Joined: Fri Apr 05, 2019 12:06 am

Solving least squares problems for underdetermined systems

Post by gpoole » Fri Apr 05, 2019 12:28 am

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
Posts: 892
Joined: Fri Jan 06, 2012 2:13 pm

Re: Solving least squares problems for underdetermined systems

Post by mgates3 » Tue Apr 23, 2019 3:54 pm

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
Posts: 4
Joined: Fri Apr 05, 2019 12:06 am

Re: Solving least squares problems for underdetermined systems

Post by gpoole » Tue May 07, 2019 12:40 am

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
Posts: 4
Joined: Fri Apr 05, 2019 12:06 am

Re: Solving least squares problems for underdetermined systems

Post by gpoole » Tue Jun 04, 2019 10:33 pm

Just pinging this thread again.

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

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