Does anyone know of a simple to use (and preferrably available in a standard Debian package) least squares solver for small dense systems?
The LAPACK routine to use seems to be DGELS but I can't find out how to use it from C++. For one thing, it seems to be missing from /usr/include/clapack.h which is in the package libatlas-headers. By chance, I found something in CGAL that might be useful: /usr/include/CGAL/Lapack/Linear_algebra_lapack.h Does anyone have experience with or a suggestion for solving least squares problems from C++? -- Anders
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