Equality-constrained Least Squares

Implementation

Example driver

\[\min_X \| A X - C \|_F \;\;\; \text{subject to } B X = D.\]

C++ API

void LSE(Matrix<F> &A, Matrix<F> &B, Matrix<F> &C, Matrix<F> &D, Matrix<F> &X, bool computeResidual = false)

void LSE(AbstractDistMatrix<F> &A, AbstractDistMatrix<F> &B, AbstractDistMatrix<F> &C, AbstractDistMatrix<F> &D, AbstractDistMatrix<F> &X, bool computeResidual = false)

C API

ElError ElLSE_s(ElMatrix_s A, ElMatrix_s B, ElMatrix_s C, ElMatrix_s D, ElMatrix_s X)

ElError ElLSE_d(ElMatrix_d A, ElMatrix_d B, ElMatrix_d C, ElMatrix_d D, ElMatrix_d X)

ElError ElLSE_c(ElMatrix_c A, ElMatrix_c B, ElMatrix_c C, ElMatrix_c D, ElMatrix_c X)

ElError ElLSE_z(ElMatrix_z A, ElMatrix_z B, ElMatrix_z C, ElMatrix_z D, ElMatrix_z X)

ElError ElLSEDist_s(ElDistMatrix_s A, ElDistMatrix_s B, ElDistMatrix_s C, ElDistMatrix_s D, ElDistMatrix_s X)

ElError ElLSEDist_d(ElDistMatrix_d A, ElDistMatrix_d B, ElDistMatrix_d C, ElDistMatrix_d D, ElDistMatrix_d X)

ElError ElLSEDist_c(ElDistMatrix_c A, ElDistMatrix_c B, ElDistMatrix_c C, ElDistMatrix_c D, ElDistMatrix_c X)

ElError ElLSEDist_z(ElDistMatrix_z A, ElDistMatrix_z B, ElDistMatrix_z C, ElDistMatrix_z D, ElDistMatrix_z X)