Overload List
| # | Signature | Description |
|---|---|---|
| 1 | Int32 SVDSolve(TMtx B, TMtx X, TVec S, Double Threshold) | Matrix version of SVDSolve. Performs a SVDSolve for each U and V matrices columns in single pass. |
| 2 | Int32 SVDSolve(TVec B, TVec X, TVec S, Double Threshold) | Calculates the minimum norm solution to a real linear least squares problem. |
Overload 1: Int32 SVDSolve(TMtx B, TMtx X, TVec S, Double Threshold)
Matrix version of SVDSolve. Performs a SVDSolve for each U and V matrices columns in single pass.
Returns: Int32
Overload 2: Int32 SVDSolve(TVec B, TVec X, TVec S, Double Threshold)
Calculates the minimum norm solution to a real linear least squares problem.
Returns: Int32
Calculates the minimum norm solution to a real linear least squares problem.
Minimize 2-norm(| b - A*x |).
using the singular value decomposition (SVD) of the calling matrix A. A is an Rows-by-Cols matrix which may be rank-deficient. Several right hand side vectors b and solution vectors x can be handled in a single call. The effective rank of A is determined by treating as zero those singular values which are less than Threshold times the largest singular value and is returned by the function. The S vector holds the singular values on the output.
TVec X;
TVec B;
TVec D;
TMtx V;
MtxVec.CreateIt(out X, out B, out D);
MtxVec.CreateIt(out V);
try
{
B.SetIt(false,new double[] {0,2,3});
V.SetIt(3,3,false,[1,2,3,
3,4,5,
6,7,7]);
V.SVDSolve(B,X,D); // matrix V can be non-quadratic
}
finally
{
MtxVec.FreeIt(ref X, ref B, ref D);
MtxVec.FreeIt(ref V);
}