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FloatComplexLeastSquares Constructor (FloatComplexMatrix, FloatComplexVector, Single)

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 FloatComplexLeastSquares(
	FloatComplexMatrix A,
	FloatComplexVector y,
	float tolerance
)

Parameters

A
Type: CenterSpace.NMath.CoreFloatComplexMatrix
The matrix.
y
Type: CenterSpace.NMath.CoreFloatComplexVector
The right hand side.
tolerance
Type: SystemSingle
Tolerance used to compute the effective rank of A.
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