Package org.flag4j.linalg.solvers.lstsq
Class ComplexLstsqSolver
java.lang.Object
org.flag4j.linalg.solvers.lstsq.LstsqSolver<CMatrix,CVector>
org.flag4j.linalg.solvers.lstsq.ComplexLstsqSolver
- All Implemented Interfaces:
LinearSolver<CMatrix,
CVector>
This class solves a linear system of equations
Ax=b
in a least-squares sense. That is,
minimizes ||Ax-b||
2 which is equivalent to solving the normal equations
A
TAx=A
Tb
.
This is done using efficiently a QR decomposition
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Field Summary
Fields inherited from class org.flag4j.linalg.solvers.lstsq.LstsqSolver
backSolver, Qh, qr, R
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Constructor Summary
ConstructorDescriptionConstructs a least-squares solver to solve a systemAx=b
in a least square sense. -
Method Summary
Methods inherited from class org.flag4j.linalg.solvers.lstsq.LstsqSolver
decompose, solve, solve
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Constructor Details
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ComplexLstsqSolver
public ComplexLstsqSolver()Constructs a least-squares solver to solve a systemAx=b
in a least square sense. That is, minimizes||Ax-b||<sub>2</sub>
which is equivalent to solving the normal equationsA<sup>T</sup>Ax=A<sup>T</sup>b
.
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