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la.leastSquares.lstsqSVD
Solve a least squares problem using SVD.
Syntax
la.leastSquares.lstsqSVD(A, b, options?)
Description
Solve a least squares problem using SVD. Computes the minimum-norm solution to: minimize ||Ax - b||_2 This method is safe for rank-deficient matrices. Singular values below rcond * max(s) are treated as zero.
Parameters
| Name | Description |
|---|---|
| A | - Coefficient matrix (m × n) |
| b | - Right-hand side vector/matrix (m × nrhs) |
| options(optional) | - Computation options |
Returns
LstSqSVDResult