| FloatComplexLeastSquares(FloatComplexMatrix, FloatComplexVector, Boolean, Single) Constructor |
Constructs a least squares solution for the given linear system
Ax = y, optionally adding an intercept parameter, and using
the specified tolerance to compute the effective rank.
Namespace: CenterSpace.NMath.CoreAssembly: NMath (in NMath.dll) Version: 7.4
Syntax public FloatComplexLeastSquares(
FloatComplexMatrix A,
FloatComplexVector y,
bool addIntercept,
float tolerance
)
Public Sub New (
A As FloatComplexMatrix,
y As FloatComplexVector,
addIntercept As Boolean,
tolerance As Single
)
public:
FloatComplexLeastSquares(
FloatComplexMatrix^ A,
FloatComplexVector^ y,
bool addIntercept,
float tolerance
)
new :
A : FloatComplexMatrix *
y : FloatComplexVector *
addIntercept : bool *
tolerance : float32 -> FloatComplexLeastSquares
Parameters
- A FloatComplexMatrix
- The matrix.
- y FloatComplexVector
- 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 Single
- 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.
Exceptions 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.
See Also