FloatLeastSquares(FloatMatrix, FloatVector, Single) 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 FloatLeastSquares(
	FloatMatrix A,
	FloatVector y,
	float tolerance
)

Public Sub New ( 
	A As FloatMatrix,
	y As FloatVector,
	tolerance As Single
)

public:
FloatLeastSquares(
	FloatMatrix^ A, 
	FloatVector^ y, 
	float tolerance
)

new : 
        A : FloatMatrix * 
        y : FloatVector * 
        tolerance : float32 -> FloatLeastSquares

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.