This example solves the least squares problem where The constraints $Bx=d$ correspond to $x_1=x_3$ and $x_2=x_4$.

The solution is obtained by first obtaining a generalized $RQ$ factorization of the matrix pair $\left(A,B\right)$. The example illustrates the general solution process, although the above data corresponds to a simple weighted least squares problem.

Note that the block size (NB) of $64$ assumed in this example is not realistic for such a small problem, but should be suitable for large problems.