1.7. Namespace LinAlg¶
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class
LinAlg
¶ Khiva Linear Algebra class containing linear algebra methods.
Public Static Functions
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static KhivaArray Khiva.LinAlg.Lls(KhivaArray a, KhivaArray 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
- Contains the solution to the linear equation problem minimizing the norm 2.
- Parameters
a
: A coefficient matrix containing the coefficients of the linear equation problem to solve.b
: A vector with the measured values.
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