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