**LA_GGGLM** solves the general (Gauss-Markov) linear model (GLM) problem:

where and are real or complex rectangular matrices and is a real or complex vector. Further, is , is , and is , and it is assumed that

These conditions ensure that the GLM problem has unique solution vectors and . The problem is solved using the generalized factorization of and .

If matrix is square and nonsingular, then the GLM problem is equivalent to the weighted linear least squares problem

Susan Blackford 2001-08-19