tik_bidiag_elden.hpp File Reference

Solves a Tikhonov regularized least squares problem using Eldén's bidiagonalization algorithm. More...

#include <tlapack/lapack/bidiag.hpp>
#include <tlapack/lapack/lange.hpp>
#include <tlapack/lapack/laset.hpp>
#include <tlapack/lapack/ungbr.hpp>
#include <tlapack/lapack/unmlq.hpp>
#include <tlapack/lapack/unmqr.hpp>
#include "tlapack/blas/axpy.hpp"
#include "tlapack/blas/rot.hpp"
#include "tlapack/blas/rotg.hpp"

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Functions
template<TLAPACK_MATRIX matrixA_t, TLAPACK_MATRIX matrixb_t, TLAPACK_REAL real_t>
void	tik_bidiag_elden (matrixA_t &A, matrixb_t &b, real_t lambda)

Detailed Description

Solves a Tikhonov regularized least squares problem using Eldén's bidiagonalization algorithm.

Author

L. Carlos Gutierrez, Julien Langou, University of Colorado Denver, USA