ComplexLinAlgDGeneralLstSqrSolve Method

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

Definition

Namespace: Metas.UncLib.Core.Ndims
Assembly: Metas.UncLib.Core (in Metas.UncLib.Core.dll) Version: 2.8.9053.20192
C#
public static ComplexNArray<D> GeneralLstSqrSolve(
	ComplexNArray<D> a,
	ComplexNArray<D> y,
	RealNArray<D> v,
	LstSqrAlgorithm algorithm = LstSqrAlgorithm.QR
)

Parameters

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

Return Value

ComplexNArrayD
Solution Vector

See Also