General (Gauss-Markov) Linear Model

Implementation

Example driver

\[\min_{X,Y} \| Y \|_F \;\;\; \text{subject to } A X + B Y = D.\]

C++ API

void GLM(Matrix<F> &A, Matrix<F> &B, Matrix<F> &D, Matrix<F> &Y)

void GLM(AbstractDistMatrix<F> &A, AbstractDistMatrix<F> &B, AbstractDistMatrix<F> &D, AbstractDistMatrix<F> &Y)

C API

ElError ElGLM_s(ElMatrix_s A, ElMatrix_s B, ElMatrix_s D, ElMatrix_s Y)

ElError ElGLM_d(ElMatrix_d A, ElMatrix_d B, ElMatrix_d D, ElMatrix_d Y)

ElError ElGLM_c(ElMatrix_c A, ElMatrix_c B, ElMatrix_c D, ElMatrix_c Y)

ElError ElGLM_z(ElMatrix_z A, ElMatrix_z B, ElMatrix_z D, ElMatrix_z Y)

ElError ElGLMDist_s(ElDistMatrix_s A, ElDistMatrix_s B, ElDistMatrix_s D, ElDistMatrix_s Y)

ElError ElGLMDist_d(ElDistMatrix_d A, ElDistMatrix_d B, ElDistMatrix_d D, ElDistMatrix_d Y)

ElError ElGLMDist_c(ElDistMatrix_c A, ElDistMatrix_c B, ElDistMatrix_c D, ElDistMatrix_c Y)

ElError ElGLMDist_z(ElDistMatrix_z A, ElDistMatrix_z B, ElDistMatrix_z D, ElDistMatrix_z Y)