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[Help-gsl] non-square QR decomposition

From: Martin Jansche
Subject: [Help-gsl] non-square QR decomposition
Date: Tue, 16 Aug 2005 04:17:36 -0400

I'm trying to solve a least squares problem involving a linear system
of the form Ax=b, where A is an n*k matrix, x is a k-dimensional
vector, and b is an n-dimensional vector. QR decomposition works fine,
but gsl_linalg_QR_solve() complains that its first argument (the QR
matrix in its internal storage format) must be square. Given that the
documentation talks about general rectangular matrices (unlike
Numerical Recipes code, which is restricted to square matrices), I
expected this to work. What am I missing?  I know about gsl_multifit,
but I need something more general.
-- martin

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