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@loiseaujc loiseaujc commented Oct 22, 2025

Following #1044, this PR implements an equality-constrained least-squares solver based on xGGLSE from lapack.

Proposed interfaces

  • call solve_constrained_lstsq(A, b, C, d, x [, storage, overwrite_matrices, err])
  • x = constrained_lstsq(A, b, C, d [, overwrite_matrices, err])

where A and b define the least-squares cost, while Cx = d define the equality constraints.

Progress

  • Interface
  • Base implementation
  • Tests
  • In-code documentation
  • Specifications
  • Example

Ping: @perazz, @jvdp1, @jalvesz

@loiseaujc loiseaujc linked an issue Oct 23, 2025 that may be closed by this pull request
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Constrained least-squares solver

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