scicpp::linalg::lstsq¶

Defined in header <scicpp/linalg.hpp>

Compute least-squares solution to equation \(Ax = b\).

template<typename T, int M, int N>
std::array<T, N> lstsq(const Eigen::Matrix<T, M, N> &A, const std::array<T, M> &b)¶

template<typename T>
std::vector<T> lstsq(const Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> &A, const std::vector<T> &b)¶

#include <Eigen/Dense>
#include <array>
#include <scicpp/core.hpp>
#include <scicpp/linalg.hpp>

int main()
{
    Eigen::Matrix<double, 4, 2> A;
    A << 0., 1.,
         1., 1.,
         2., 1.,
         3., 1.;

    const std::array b{-1., 0.2, 0.9, 2.1};
    const auto x = scicpp::linalg::lstsq(A, b);
    scicpp::print(x);
}