ComplexLinAlgDGeneralLstSqrSolve Method
Solve linear general least-squares problem
x = inv(A'inv(V)A)A'inv(V)y
Namespace: Metas.UncLib.Core.NdimsAssembly: Metas.UncLib.Core (in Metas.UncLib.Core.dll) Version: 2.9.9393.15154
public static ComplexNArray<D> GeneralLstSqrSolve(
ComplexNArray<D> a,
ComplexNArray<D> y,
RealNArray<D> v,
LstSqrAlgorithm algorithm = LstSqrAlgorithm.QR
)
Public Shared Function GeneralLstSqrSolve (
a As ComplexNArray(Of D),
y As ComplexNArray(Of D),
v As RealNArray(Of D),
Optional algorithm As LstSqrAlgorithm = LstSqrAlgorithm.QR
) As ComplexNArray(Of D)
public:
static ComplexNArray<D>^ GeneralLstSqrSolve(
ComplexNArray<D>^ a,
ComplexNArray<D>^ y,
RealNArray<D>^ v,
LstSqrAlgorithm algorithm = LstSqrAlgorithm::QR
)
static member GeneralLstSqrSolve :
a : ComplexNArray<'D> *
y : ComplexNArray<'D> *
v : RealNArray<'D> *
?algorithm : LstSqrAlgorithm
(* Defaults:
let _algorithm = defaultArg algorithm LstSqrAlgorithm.QR
*)
-> ComplexNArray<'D>
- a ComplexNArrayD
- Input Matrix
- y ComplexNArrayD
- Known Vector
- v RealNArrayD
- Covariance Matrix
- algorithm LstSqrAlgorithm (Optional)
- Algorithm
ComplexNArrayDSolution Vector