Constructs a least squares solution for the given linear system Ax = y using the specified tolerance to compute the effective rank.

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 5.1.0.0

Syntax

C#
public DoubleLeastSquares(
	DoubleMatrix A,
	DoubleVector y,
	double tolerance
)
Visual Basic (Declaration)
Public Sub New ( _
	A As DoubleMatrix, _
	y As DoubleVector, _
	tolerance As Double _
)
Visual C++
public:
DoubleLeastSquares(
	DoubleMatrix^ A, 
	DoubleVector^ y, 
	double tolerance
)

Parameters

A
Type: CenterSpace.NMath.Core..::.DoubleMatrix
The matrix.
y
Type: CenterSpace.NMath.Core..::.DoubleVector
The right hand side.
tolerance
Type: System..::.Double
Tolerance used to compute the effective rank of A.

Remarks

The effective rank of A is determined by treating as zero those singular values that are less than tolerance times the largest singular value.

Exceptions

ExceptionCondition
CenterSpace.NMath.Core..::.MismatchedSizeExceptionThrown if the number of rows in A is not equal to the length of y.
CenterSpace.NMath.Core..::.InvalidArgumentExceptionIf any entries in the matrix are NaN.

See Also