Overload List
| # | Signature | Description |
|---|---|---|
| 1 | int SVDSolve(TVec *B, TVec *X, TVec *S, double Threshold = 1E-9) const; | Calculates the minimum norm solution to a real linear least squares problem. |
| 2 | int SVDSolve(TMtx *B, TMtx *X, TVec *S, double Threshold = 1E-9) const; | Matrix version of SVDSolve. Perfroms a SVDSolve for each U and V matrices columns in single pass. |
Overload 1: int SVDSolve(TVec *B, TVec *X, TVec *S, double Threshold = 1E-9) const;
Calculates the minimum norm solution to a real linear least squares problem.
Remarks:
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.
See Also: Matrix::SVD
Declared in Dew::Math::Matrix · Dew.Math/MtxExpr.h · Cross-compiler