TMtx.SVDSolve Method ([In] TVec, [In] TVec, [In] TVec, double)

Calculates the minimum norm solution to a real linear least squares problem.

Syntax

Visual Basic

public int SVDSolve([In] TVec B, [In] TVec X, [In] TVec S, double Threshold);

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

SVD

Example

var X,B,D: TVec; V: TMtx; begin CreateIt(X,B,D); CreateIt(V); try B.SetIt(false,[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 FreeIt(X,B,D); FreeIt(V); end; end;

Group

SVDSolve Method

Links

TMtx Class, TMtx Members, Dew.Math Namespace, SVDSolve Method, Example, See Also

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