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Expose lapack routines for solving least squares problems #197

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merged 11 commits into from
Jun 26, 2020

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paulkoerbitz
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This PR wraps the lapack routine xGELSD with three traits LeastSquaresSvd, LeastSquaresSvdInto and LeastSquaresSvdInPlace similarly to how this is done for other lapack routines in the library.

Fixes #195.

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@termoshtt termoshtt left a comment

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Excellent work :)

Could you check comment about Dimension::Smaller and some comment format?

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@paulkoerbitz
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Thanks for the fast review, that is super encouraging!

I've addressed your comments, would you mind taking another look?

@termoshtt termoshtt merged commit 54f7d25 into rust-ndarray:master Jun 26, 2020
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Thanks!

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Expose lapack routines for solving least squares problems
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