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DoubleIterativelyReweightedLeastSqSolve(DoubleMatrix, DoubleVector, Boolean) Method

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

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
public DoubleVector Solve(
	DoubleMatrix A,
	DoubleVector b,
	bool addIntercept
)

Parameters

A  DoubleMatrix
A matrix.
b  DoubleVector
The right hand side of the problem.
addIntercept  Boolean
If true a column of ones is prepended to the data in A representing a constant term in the model, if false A used as is. Note that in either case the input matrix itself is not not changed.

Return Value

DoubleVector
The solution.
See Also