LinAlgGeneralLstSqrSolveT(T, T, T, LstSqrAlgorithm) Method

Solve linear general least-squares problem x = inv(A'inv(V)A)A'inv(V)y

Definition

Namespace: Metas.UncLib.Core
Assembly: Metas.UncLib.Core (in Metas.UncLib.Core.dll) Version: 2.8.9053.20192
C#
public static T[] GeneralLstSqrSolve<T>(
	T[][] a,
	T[] y,
	T[][] v,
	LstSqrAlgorithm algorithm = LstSqrAlgorithm.QR
)
where T : new(), Object, IRealNumber<T>

Parameters

a  T
Input Matrix
y  T
Known Vector
v  T
Covariance Matrix
algorithm  LstSqrAlgorithm  (Optional)
Algorithm

Type Parameters

T
Real Type

Return Value

T
Solution Vector

See Also