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xt::linalg::lstsq is not working when M < N #89

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potpath opened this issue Nov 14, 2018 · 3 comments
Closed

xt::linalg::lstsq is not working when M < N #89

potpath opened this issue Nov 14, 2018 · 3 comments

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@potpath
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potpath commented Nov 14, 2018 •
edited

The following minimal test fails

TEST(xlinalg, lstsq_m_lessthan_n_minimal)
{
    xarray<double> arg_0 = {{ 0., 1.}};
    xarray<double> arg_1 = {1.};

    auto res = xt::linalg::lstsq(arg_0, arg_1);
}

The error is "Could not find workspace size for gelsd."

According to http://www.netlib.org/lapack/explore-html/d7/d3b/group__double_g_esolve_ga94bd4a63a6dacf523e25ff617719f752.html#ga94bd4a63a6dacf523e25ff617719f752:
ldb should be >= max(1,max(M,N)).

From
https://github.com/QuantStack/xtensor-blas/blob/9725a505db5c24f4037f9df4691171037e9f7026/include/xtensor-blas/xlapack.hpp#L693-L702
this looks like b and ldb is not handled differently when M < N .
@wolfv
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wolfv commented Nov 15, 2018

I'm looking into this.

@wolfv
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wolfv commented Nov 17, 2018

This is fixed with the latest PR.

@wolfv wolfv closed this as completed Nov 20, 2018
@potpath
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potpath commented Nov 23, 2018 via email

@potpath potpath changed the title xt::linalg::lstsq is not working when M > N xt::linalg::lstsq is not working when M < N Jun 25, 2019
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@wolfv @potpath