DoubleComplexLeastSquares(DoubleComplexMatrix, DoubleComplexVector, Boolean) Constructor

Constructs a least squares solution for the given linear system Ax = y, optionally adding an intercept parameter to the model.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

public DoubleComplexLeastSquares(
	DoubleComplexMatrix A,
	DoubleComplexVector y,
	bool addIntercept
)

Public Sub New ( 
	A As DoubleComplexMatrix,
	y As DoubleComplexVector,
	addIntercept As Boolean
)

public:
DoubleComplexLeastSquares(
	DoubleComplexMatrix^ A, 
	DoubleComplexVector^ y, 
	bool addIntercept
)

new : 
        A : DoubleComplexMatrix * 
        y : DoubleComplexVector * 
        addIntercept : bool -> DoubleComplexLeastSquares

A DoubleComplexMatrix: The matrix.
y DoubleComplexVector: The right hand side.
addIntercept Boolean: If true, a column of ones is prepended to a deep copy of matrix A before solving for the least squares solution. This corresponds to adding an intercept parameter to the model. Note: the input matrix A is not changed.

Exceptions

Exception	Condition
MismatchedSizeException	Thrown if the number of rows in A is not equal to the length of y.
InvalidArgumentException	If any entries in the matrix are NaN.