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Matrix.LQRSolve Method (TVec, TVec, double, TMtx, TMtxOperation)
Matrix Record | Matrix Members | MtxExpr Namespace | LQRSolve Method
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Rank deficient version of LQRSolve. Perfroms LQRSolve for B vector.

Pascal
function LQRSolve(const B: TVec; const X: TVec; rcond: double; const R: TMtx = nil; Op: TMtxOperation = opNone): integer; overload;
Description

Computes the minimum-norm solution to a linear least squares problem:

minimize || A * X - B ||

using a complete orthogonal factorization of A. A is an M-by-N matrix which may be rank-deficient. 

The function returns the effective rank of the matrix A. The effective rank is determined with the rcond parameter. A is factorized in such a way that condition number of leading submatrix of A will be less then 1/rcond. Set value of rcond to 1E-6 for less strict and to 1E-3 for more strict stability conditition. If R is assigned, the function returns the factorization of matrix A. Op parameter specified the operation to be applied to A before the computation.

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