LinAlg.GeneralLstSqrSolve<T>(T[][], T[], T[][], LstSqrAlgorithm) Method
Solve linear general least-squares problem
x = inv(A'inv(V)A)A'inv(V)y
Namespace: Metas.UncLib.CoreAssembly: Metas.UncLib.Core (in Metas.UncLib.Core.dll) Version: 2.8.9053.20192
public static T[] GeneralLstSqrSolve<T>(
T[][] a,
T[] y,
T[][] v,
LstSqrAlgorithm algorithm = LstSqrAlgorithm.QR
)
where T : new(), Object, IRealNumber<T>
Public Shared Function GeneralLstSqrSolve(Of T As {New, Object, IRealNumber(Of T)}) (
a As T()(),
y As T(),
v As T()(),
Optional algorithm As LstSqrAlgorithm = LstSqrAlgorithm.QR
) As T()
public:
generic<typename T>
where T : gcnew(), Object, IRealNumber<T>
static array<T>^ GeneralLstSqrSolve(
array<array<T>^>^ a,
array<T>^ y,
array<array<T>^>^ v,
LstSqrAlgorithm algorithm = LstSqrAlgorithm::QR
)
static member GeneralLstSqrSolve :
a : 'T[][] *
y : 'T[] *
v : 'T[][] *
?algorithm : LstSqrAlgorithm
-> 'T[] when 'T : new() and Object and IRealNumber<'T>
- a T[][]
- Input Matrix
- y T[]
- Known Vector
- v T[][]
- Covariance Matrix
- algorithm LstSqrAlgorithm (Optional)
- Algorithm
- T
- Real Type
T[]Solution Vector