Class RealLstsqSolver

java.lang.Object

org.flag4j.linalg.solvers.lstsq.LstsqSolver<Matrix,Vector>

org.flag4j.linalg.solvers.lstsq.RealLstsqSolver

All Implemented Interfaces:

LinearMatrixSolver<Matrix,Vector>, LinearSolver<Matrix>

public class RealLstsqSolver
extends LstsqSolver<Matrix,Vector>

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 efficiently using a QR decomposition.

Field Summary

Fields inherited from class org.flag4j.linalg.solvers.lstsq.LstsqSolver

backSolver, Qh, qr, R

Constructor Summary

Constructors

Constructor	Description
RealLstsqSolver()	Constructs a least-squares solver to solve a system Ax=b in a least square sense.

Method Summary

Methods inherited from class org.flag4j.linalg.solvers.lstsq.LstsqSolver

decompose, solve, solve

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

RealLstsqSolver

public RealLstsqSolver()

Constructs a least-squares solver to solve a system Ax=b in a least square sense.

That is, minimizes ||Ax-b||₂ which is equivalent to solving the normal equations A^TAx=A^Tb.