Solves, by using a total least squares approximation, the overdetermined system of equations AX=B where both the data matrix A as well as the observation matrix B are inaccurate. This routine will also solve square and underdetermined systems by computing the minimum norm solution. (See S. Van Huffel, J. Comp. Appl. Math. 25 (1989) pp. 111-119.). Classes : D9a1 . Least squares (L-2) solution of singular, overdetermined or underdetermined systems of linear equations without constraints D9a4 . Other solutions of singular, overdetermined or underdetermined systems of linear equations without constraints Type : Fortran subroutine in VANHUFFEL package. Access : Some uses prohibited. Portable. Precision: Double. Usage : CALL DTLS (C, LDC, M, N, L, S, X, LDX, WRK, RANK, TOL1, TOL2, COMPRT, IERR, IWARN) Details : Documentation Fullsource Source Sites : (1) NETLIB
NETLIB: Public access repository, The University of Tennessee at Knoxville and Bell Laboratories Precision: Double. You may access components from NETLIB outside GAMS as follows. Documentation: echo 'send DTLS-doc from VANHUFFEL' | mail netlib@ornl.gov Source : echo 'send only DTLS from VANHUFFEL' | mail netlib@ornl.gov Fullsource : echo 'send DTLS from VANHUFFEL linpack blas' | mail netlib@ornl.gov
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