RealLinAlgDWeightedLstSqrSolve Method

Solve linear weighted least-squares problem x = inv(A'(W'+W)A)A'(W'+W)y

Definition

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

Parameters

a  RealNArrayD
Input Matrix
y  RealNArrayD
Known Vector
w  RealNArrayD
Weight Matrix
algorithm  LstSqrAlgorithm  (Optional)
Algorithm

Return Value

RealNArrayD
Solution Vector

See Also