org.jutil.math.matrix
Interface LeastSquaresSolver

All Known Implementing Classes:

QRLeastSquaresSolver

public interface LeastSquaresSolver

A class of objects that solve least square problems represented as a matrix.

Field Summary
static java.lang.String	CVS_REVISION

 

Method Summary
abstract  Column	solve(Matrix A, Column b)           Solve the system of linear equations as defined by min(||b - A * x ||).

 

Field Detail

CVS_REVISION

public static final java.lang.String CVS_REVISION

solve

public abstract Column solve(Matrix A,
                             Column b)

Solve the system of linear equations as defined by min(||b - A * x ||). The norm used is the 2-norm.

Parameters:

A - The matrix containing the coefficients of the equation. Each row represents an equation. The i-th element of a row represents the coefficient of the i-th variable in the equation represented by that row.

b - The column representing the right-hand sides of the equation. The right-handig side of the i-th row is the i-th element of the Column

Specifications:

public behavior
requires A != null;
requires b != null;
requires b.size() == A.getNbRows();
ensures (* (\forall Column col; col.size() == b.size(); b.minus(A.times(\result)).norm(2) <= b.minus(A.times(col)).norm(2)) *);