Namespace LinAlg¶
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namespace
linalg
¶ Functions
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af::array
lls
(af::array A, af::array b)¶ Calculates the minimum norm least squares solution \(x\) \((\left\lVert{A·x - b}\right\rVert^2)\) to \(A·x = b\). This function uses the singular value decomposition function of Arrayfire. The actual formula that this function computes is \(x = V·D\dagger·U^T·b\). Where \(U\) and \(V\) are orthogonal matrices and \(D\dagger\) contains the inverse values of the singular values contained in D if they are not zero, and zero otherwise.
- Return
- af::array Contains the solution to the linear equation problem minimizing the norm 2.
- Parameters
A
: Coefficient matrix containing the coefficients of the linear equation problem to solve.b
: Vector with the measured values.
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af::array