Solves the least squares problem Ax = b for x using the method of iteratively Reweighted least squares.

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

Syntax

C#
public DoubleVector Solve(
	DoubleMatrix A,
	DoubleVector b
)
Visual Basic (Declaration)
Public Function Solve ( _
	A As DoubleMatrix, _
	b As DoubleVector _
) As DoubleVector
Visual C++
public:
DoubleVector^ Solve(
	DoubleMatrix^ A, 
	DoubleVector^ b
)

Parameters

A
Type: CenterSpace.NMath.Core..::.DoubleMatrix
A matrix.
b
Type: CenterSpace.NMath.Core..::.DoubleVector
The right hand side of the problem.

Return Value

The solution.

Remarks

By default a column of ones is prepended to the data in A representing a constant term in the model. If this is not desired use the three argument version of Solve

See Also