Have you tried to solve your least-squares problems using something
other than the SVD (i.e. one of the orthogonal decompositions)? The
SVD is a big and costly hammer.
This is where my knowledge of numerical methods, and specifically
LAPACK falls down.
Have a look at the orthogonal method of SGELSY() and the alternative
SVD of SGELSD().
SCP
--
Steve Peters Phone: (408) 974-3242
Apple Computer, Inc. Fax: (408) 974-8986
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