Equality-constrained least-squares solver #1046
                
     Open
            
            
          
  Add this suggestion to a batch that can be applied as a single commit.
  This suggestion is invalid because no changes were made to the code.
  Suggestions cannot be applied while the pull request is closed.
  Suggestions cannot be applied while viewing a subset of changes.
  Only one suggestion per line can be applied in a batch.
  Add this suggestion to a batch that can be applied as a single commit.
  Applying suggestions on deleted lines is not supported.
  You must change the existing code in this line in order to create a valid suggestion.
  Outdated suggestions cannot be applied.
  This suggestion has been applied or marked resolved.
  Suggestions cannot be applied from pending reviews.
  Suggestions cannot be applied on multi-line comments.
  Suggestions cannot be applied while the pull request is queued to merge.
  Suggestion cannot be applied right now. Please check back later.
  
    
  
    
Following #1044, this PR implements an equality-constrained least-squares solver based on
xGGLSEfromlapack.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
Aandbdefine the least-squares cost, whileCx = ddefine the equality constraints.Progress
Ping: @perazz, @jvdp1, @jalvesz