Originally posted by: NSopt

Hi.

I am C API user and solving the problem has the form; min || Ax - b ||^2 , Bx + y <= D, x in R, y in Z. 

What is the best way to get eigenvalue and eigenvector of (A'*A) or (A*A') matrix by using C API?  Thank you.

Best,

NS

Originally posted by: NSopt

Maybe question was ambiguous. Simply, suppose we are solving least square problem. (min || Ax - b ||^2)

We could get eigenvector of (A'*A) by using MATLAB. I am just wondering if there's any way to access this information in C API. Does anyone has idea?

Originally posted by: Mark L. Stone

You could call routines in LAPACK, ARPACK, or some other library from C.  Or would that not suit your needs?

Just make sure to keep straight between the Fortran 77 and C conventions for column vs. row-wise storage for arrays.