DoubleLeastSquares(DoubleMatrix, DoubleVector, Double) Constructor

Constructs a least squares solution for the given linear system Ax = y using the specified tolerance to compute the effective rank.

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

Syntax

public DoubleLeastSquares(
	DoubleMatrix A,
	DoubleVector y,
	double tolerance
)

Public Sub New ( 
	A As DoubleMatrix,
	y As DoubleVector,
	tolerance As Double
)

public:
DoubleLeastSquares(
	DoubleMatrix^ A, 
	DoubleVector^ y, 
	double tolerance
)

new : 
        A : DoubleMatrix * 
        y : DoubleVector * 
        tolerance : float -> DoubleLeastSquares

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.

Remarks

The effective rank of A is determined by treating as zero those singular values that are less than tolerance times the largest singular value.