Class DoubleQRLeastSq solves least squares problems by using a QR decomposition.Namespace: CenterSpace.NMath.Matrix
Assembly: NMathPremium (in NMathPremium.dll) Version: 18.104.22.168
Use class DoubleQRLeastSq to find the minimal norm solution to the overdetermined linear system:
That is, find the vector x that minimizes the 2-norm of the residual vector Ax - b. Prerequisites on the matrix A are that it has more rows than columns, and is of full rank.
Ax = b