LinAlgWeightedLstSqrSolveT(ComplexT, ComplexT, T, LstSqrAlgorithm) Method
Solve linear weighted least-squares problem
x = inv(A'(W'+W)A)A'(W'+W)y
Namespace: Metas.UncLib.CoreAssembly: Metas.UncLib.Core (in Metas.UncLib.Core.dll) Version: 2.8.9053.20192
public static Complex<T>[] WeightedLstSqrSolve<T>(
Complex<T>[][] a,
Complex<T>[] y,
T[][] w,
LstSqrAlgorithm algorithm = LstSqrAlgorithm.QR
)
where T : new(), Object, IRealNumber<T>
Public Shared Function WeightedLstSqrSolve(Of T As {New, Object, IRealNumber(Of T)}) (
a As Complex(Of T)()(),
y As Complex(Of T)(),
w As T()(),
Optional algorithm As LstSqrAlgorithm = LstSqrAlgorithm.QR
) As Complex(Of T)()
public:
generic<typename T>
where T : gcnew(), Object, IRealNumber<T>
static array<Complex<T>>^ WeightedLstSqrSolve(
array<array<Complex<T>>^>^ a,
array<Complex<T>>^ y,
array<array<T>^>^ w,
LstSqrAlgorithm algorithm = LstSqrAlgorithm::QR
)
static member WeightedLstSqrSolve :
a : Complex<'T>[][] *
y : Complex<'T>[] *
w : 'T[][] *
?algorithm : LstSqrAlgorithm
(* Defaults:
let _algorithm = defaultArg algorithm LstSqrAlgorithm.QR
*)
-> Complex<'T>[] when 'T : new() and Object and IRealNumber<'T>
- a ComplexT
- Input Matrix
- y ComplexT
- Known Vector
- w T
- Weight Matrix
- algorithm LstSqrAlgorithm (Optional)
- Algorithm
- T
- Real Type
ComplexTSolution Vector