RealLinAlgDGeneralLstSqrSolve 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 RealNArray<D> GeneralLstSqrSolve(
RealNArray<D> a,
RealNArray<D> y,
RealNArray<D> v,
LstSqrAlgorithm algorithm = LstSqrAlgorithm.QR
)
Public Shared Function GeneralLstSqrSolve (
a As RealNArray(Of D),
y As RealNArray(Of D),
v As RealNArray(Of D),
Optional algorithm As LstSqrAlgorithm = LstSqrAlgorithm.QR
) As RealNArray(Of D)
public:
static RealNArray<D>^ GeneralLstSqrSolve(
RealNArray<D>^ a,
RealNArray<D>^ y,
RealNArray<D>^ v,
LstSqrAlgorithm algorithm = LstSqrAlgorithm::QR
)
static member GeneralLstSqrSolve :
a : RealNArray<'D> *
y : RealNArray<'D> *
v : RealNArray<'D> *
?algorithm : LstSqrAlgorithm
(* Defaults:
let _algorithm = defaultArg algorithm LstSqrAlgorithm.QR
*)
-> RealNArray<'D>
- a RealNArrayD
- Input Matrix
- y RealNArrayD
- Known Vector
- v RealNArrayD
- Covariance Matrix
- algorithm LstSqrAlgorithm (Optional)
- Algorithm
RealNArrayDSolution Vector