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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.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
public FloatComplexLeastSquares(
	FloatComplexMatrix A,
	FloatComplexVector y,
	bool addIntercept,
	float tolerance
)

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
ExceptionCondition
MismatchedSizeExceptionThrown if the number of rows in A is not equal to the length of y.
InvalidArgumentExceptionIf 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.
See Also