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TMtx.LQRSolve Method ([In] TMtx, [In] TMtx, double, [In] TMtx, TMtxOperation)
TMtx Class  TMtx Members  Dew.Math Namespace  LQRSolve Method
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Rank deficient version of LQRSolve. Perfroms LQRSolve for each B column in one pass.

Syntax
C#
Visual Basic
public int LQRSolve([In] TMtx B, [In] TMtx X, double rcond, [In] TMtx R, TMtxOperation op);
Remarks

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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