ComplexLinAlgDWeightedLstSqrSolve Method
Solve linear weighted least-squares problem
x = inv(A'(W'+W)A)A'(W'+W)y
Namespace: Metas.UncLib.Core.NdimsAssembly: Metas.UncLib.Core (in Metas.UncLib.Core.dll) Version: 2.8.9053.20192
public static ComplexNArray<D> WeightedLstSqrSolve(
ComplexNArray<D> a,
ComplexNArray<D> y,
RealNArray<D> w,
LstSqrAlgorithm algorithm = LstSqrAlgorithm.QR
)
Public Shared Function WeightedLstSqrSolve (
a As ComplexNArray(Of D),
y As ComplexNArray(Of D),
w As RealNArray(Of D),
Optional algorithm As LstSqrAlgorithm = LstSqrAlgorithm.QR
) As ComplexNArray(Of D)
public:
static ComplexNArray<D>^ WeightedLstSqrSolve(
ComplexNArray<D>^ a,
ComplexNArray<D>^ y,
RealNArray<D>^ w,
LstSqrAlgorithm algorithm = LstSqrAlgorithm::QR
)
static member WeightedLstSqrSolve :
a : ComplexNArray<'D> *
y : ComplexNArray<'D> *
w : RealNArray<'D> *
?algorithm : LstSqrAlgorithm
(* Defaults:
let _algorithm = defaultArg algorithm LstSqrAlgorithm.QR
*)
-> ComplexNArray<'D>
- a ComplexNArrayD
- Input Matrix
- y ComplexNArrayD
- Known Vector
- w RealNArrayD
- Weight Matrix
- algorithm LstSqrAlgorithm (Optional)
- Algorithm
ComplexNArrayDSolution Vector