Class FloatComplexSVDLeastSq solves least squares problems by using a singular value decomposition.

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

Syntax

C#
[SerializableAttribute]
public class FloatComplexSVDLeastSq : ICloneable
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class FloatComplexSVDLeastSq _
	Implements ICloneable
Visual C++
[SerializableAttribute]
public ref class FloatComplexSVDLeastSq : ICloneable

Remarks

Use class FloatComplexSVDLeastSq to find the minimal norm solution to the overdetermined linear system:
CopyC#
Ax = b
 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.

Inheritance Hierarchy

System..::.Object
  CenterSpace.NMath.Matrix..::.FloatComplexSVDLeastSq

See Also