Solving Large Matrix with Deficient Rank with Dgelsd

[yohan]

Hi all,
I am a beginner of Lapack. I was trying to solve a matrix which is rank deficient. The matrix I am going to solve is overdetermined , and huge i.e. approximately 2000x2000. The first and the third colums' values are the same. The number of variables I am trying to solve is 4.
I had implemented dgelsd using C++ and managed to solve a small matrix , ie 20 x20. But when the matrix gets bigger, i.e 100x100, I am getting rubbish results, i.e. infinite solutions.

Could somebody tell me if there is a limitation on the matrix size (which I doubt) or it just simply could not converge?

I would appreciate very much your help/advice on this.....

Have a nice day
Yohan

[Julien Langou]

Hello,
how have you set RCOND ? Set RCOND to 1e-10 or to a negative value, just for a try.
Julien.