DoubleComplexLeastSquares(DoubleComplexMatrix, DoubleComplexVector, Boolean, Double) Constructor

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

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

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

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

Parameters

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.

tolerance  Double

Tolerance used to compute the effective rank of A The effective rank of A is defined as the order of the largest leading submatrix, R11, in the QR factorization with pivoting of A, whose estimated condition number is less than 1/tolerance.

Reference