Linear least squares solver with a constraint

[Robert17]

Does the MAGMA library support a linear least squares solver subject to an inequality? I'm trying to write a CUDA equivalent of a MATLAB function called lsqlin.
https://www.mathworks.com/help/optim/ug ... tid=doc_ta
Anyone know how I can do this?

[mgates3]

It sounds like you want the equivalent of the LAPACK routine gglse (least squares with equality constraints).

http://www.netlib.org/lapack/double/dgglse.f

We don't currently have that functionality in MAGMA. We only have the regular least squares (gels).

-mark

[Robert17]

Yes, we want a CUDA version of the LAPACK routine. Thanks for letting me know. I'm currently talking to the developers to see if they can add this routine.