ZGELS Example

To solve the linear least squares problem

$\displaystyle \min_{{x}}^{}$$\displaystyle \left\Vert\vphantom{ b - A x }\right.$b - Ax$\displaystyle \left.\vphantom{ b - A x }\right\Vert _{{2}}^{}$

where

A = $\displaystyle \left(\vphantom{
\begin{array}{rrrr}
0.96 - 0.81 i & -0.03 + 0....
...- 0.28 i & 0.20 - 0.12 i & -0.07 + 1.23 i & 0.26 + 0.26 i
\end{array} }\right.$$\displaystyle \begin{array}{rrrr}
0.96 - 0.81 i & -0.03 + 0.96 i & -0.91 + 2.0...
...
1.08 - 0.28 i & 0.20 - 0.12 i & -0.07 + 1.23 i & 0.26 + 0.26 i
\end{array}$$\displaystyle \left.\vphantom{
\begin{array}{rrrr}
0.96 - 0.81 i & -0.03 + 0....
...- 0.28 i & 0.20 - 0.12 i & -0.07 + 1.23 i & 0.26 + 0.26 i
\end{array} }\right)$

and

b = $\displaystyle \left(\vphantom{
\begin{array}{r}
-2.09 + 1.93 i \\
3.34 - 3...
...
0.17 + 4.23 i \\
-5.19 + 3.63 i \\
0.98 + 2.53 i
\end{array} }\right.$$\displaystyle \begin{array}{r}
-2.09 + 1.93 i \\
3.34 - 3.53 i \\
-4.94 - 2.04 i \\
0.17 + 4.23 i \\
-5.19 + 3.63 i \\
0.98 + 2.53 i
\end{array}$$\displaystyle \left.\vphantom{
\begin{array}{r}
-2.09 + 1.93 i \\
3.34 - 3...
...
0.17 + 4.23 i \\
-5.19 + 3.63 i \\
0.98 + 2.53 i
\end{array} }\right)$.

Example program
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