ls_ln_svd function

Linear Least Squares, least norm solution (by svd)

Linear Least Squares, least norm solution (by svd)

Least squares a%*%x ~= b of least norm ||x|| by using svd(a)

ls_ln_svd(a, b, rcond = 1e+10)

Arguments

  • a: dense matrix
  • b: right hand side vector
  • rcond: maximal condition number for determining rank deficient matrix

Returns

solution vector

  • Maintainer: Serguei Sokol
  • License: GPL-2
  • Last published: 2023-06-26