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Equality-constrained least-squares solver #1046
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loiseaujc
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Equality-constrained least-squares solver #1046
loiseaujc
wants to merge
12
commits into
fortran-lang:master
from
loiseaujc:1044-constrained-least-squares-solver
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Unless I forgot something, I think this PR is ready to be reviewed :)
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Following #1044, this PR implements an equality-constrained least-squares solver based on
xGGLSEfromlapack.Proposed interfaces
call solve_constrained_lstsq(A, b, C, d, x [, storage, overwrite_matrices, err])x = constrained_lstsq(A, b, C, d [, overwrite_matrices, err])where
Aandbdefine the least-squares cost, whileCx = ddefine the equality constraints.Progress
Ping: @perazz, @jvdp1, @jalvesz