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added new routines [S,D,C,Z]GELST and test code for the least squares#739

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langou merged 2 commits intoReference-LAPACK:masterfrom
scr2016:master
Nov 10, 2022
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added new routines [S,D,C,Z]GELST and test code for the least squares#739
langou merged 2 commits intoReference-LAPACK:masterfrom
scr2016:master

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@scr2016
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@scr2016 scr2016 commented Oct 29, 2022

Description
added new routines [S,D,C,Z]GELST and test code for the least squares
squares algorithm that solves overdetermined or underdetermined systems for GE matrices using QR or LQ factorization with compact WY representation of Q inside the routine.

*GELST is similar to *GELS, but unlike *GELS does not compute triangular blocks twice, i.e. runs faster.

modified: SRC/Makefile
new file: SRC/cgelst.f
new file: SRC/dgelst.f
new file: SRC/sgelst.f
new file: SRC/zgelst.f
modified: TESTING/LIN/alahd.f
modified: TESTING/LIN/cdrvls.f
modified: TESTING/LIN/cerrls.f
modified: TESTING/LIN/ddrvls.f
modified: TESTING/LIN/derrls.f
modified: TESTING/LIN/sdrvls.f
modified: TESTING/LIN/serrls.f
modified: TESTING/LIN/zdrvls.f

added a new routines [S,D,C,Z]GELST and test code for the least
b8f586b 
squares algorithm that solves overdetermined or underdetermined systems for
GE matrices using QR or LQ factorization with compact WY representation
of Q inside the routine.

*GELST is similar to *GELS, but unlike *GELS does not compute triangular blocks
twice, i.e. runs faster.

modified:   SRC/Makefile
new file:   SRC/cgelst.f
new file:   SRC/dgelst.f
new file:   SRC/sgelst.f
new file:   SRC/zgelst.f
modified:   TESTING/LIN/alahd.f
modified:   TESTING/LIN/cdrvls.f
modified:   TESTING/LIN/cerrls.f
modified:   TESTING/LIN/ddrvls.f
modified:   TESTING/LIN/derrls.f
modified:   TESTING/LIN/sdrvls.f
modified:   TESTING/LIN/serrls.f
modified:   TESTING/LIN/zdrvls.f
@scr2016 scr2016 self-assigned this Oct 29, 2022
@scr2016 scr2016 requested a review from langou October 29, 2022 11:07
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angsch commented Oct 29, 2022 •
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@scr2016 Is there a particular reason why your changes are a separate routine and not an upgrade of GELS? Your changes appear fully compatible with GELS and could be a great modernization that could be widely picked up by, say, octave or Julia, which likely call GELS as the de facto standard LS solver.

Edit: I mixed up geqrt and geqrt3. Sorry. Have you considered interleaving the QR factorization and the transform of B, which reduces the workspace to a single triangular factor? Sketched for QR, $m \geq n$:

do i = 1, nb
  ib = min(nb,n-i+1) ! No special treatment of the last block
  ! Compute QR factorization of panel A(i:end, i:i+ib-1)
  call geqrt()
  ! Trailing matrix update H**T * A(i:m,i+ib:n)
  call larfb()
  ! Transform H**T * B(i:m,1:nrhs)
  call larfb()

Then your change is really fully compatible with GELS

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dbielich commented Nov 4, 2022 •
edited
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I see edits to all TESTING/LIN/Xerrls.f files except TESTING/LIN/zerrls.f.

So there is no way to check any errors from the double complex code currently.

added missing testing for error exits for ZGELST routine, i.e.
d5203e9 
modified TESTING/LIN/zerrls.f accordingly. Also fixed comments typo in
[S,D,C,Z]GELST.
modified:   SRC/cgelst.f
modified:   SRC/dgelst.f
modified:   SRC/sgelst.f
modified:   SRC/zgelst.f
modified:   TESTING/LIN/zerrls.f
@langou langou merged commit e725304 into Reference-LAPACK:master Nov 10, 2022
@julielangou julielangou added this to the LAPACK 3.11.0 milestone Nov 12, 2022
@abiiget765
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abiiget765 commented Aug 11, 2025

verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: cdotc_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: zherk_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: ctpmv_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: sgemv_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: strsm_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: cdotu_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: cgbmv_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: ssbmv_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: zher2_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: zgerc_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: ctpsv_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: dgemv_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: dtbsv_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: ztrmm_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: ztbsv_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: cherk_64_
verify-elf: ERROR: ./usr/lib64/liblapack.so.3.12.0: undefined symbol: zaxpy_64_

@martin-frbg
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martin-frbg commented Aug 12, 2025

probably same as #1147 - if you're building with a non-default BLAS you need to make sure that it has the 64bit integer versions of the functions

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