Constructs a new LeastSquaresSolver
from the matrix of observations and the vector of
Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16312.0)
Public Sub New (
observations As Matrix,
outcomes As Vector
observations : Matrix *
outcomes : Vector -> LeastSquaresSolver
- Type: Extreme.MathematicsMatrix
A DenseMatrix whose rows
contain the observations of the least squares problem.
- Type: Extreme.MathematicsVector
A Vector containing
the outcomes of each of the observations in
Use this constructor to create a least squares
solution based on the matrix of observations and the
vector of outcomes. The number of rows in observations must equal the number of elements in
outcomes. In addition, the number of rows
in observations must be greater than or equal
to the number of columns.
Each row in the matrix observations corresponds to an observation. The corresponding
element of the vector specifies
the outcome produced by this observation.
Because there are at least as many equations
as there are unknowns, an exact solution is not possible.
The goal is therefore to minimize the two-norm of
the residual vector Ax - b, where A corresponds to
observations and b corresponds to
The vector x with this property is the solution
to this problem with minimal norm.
Supported in: 5.x, 4.x