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la.leastSquares.lstsq
Solve a least squares problem using QR factorization.
Syntax
la.leastSquares.lstsq(A, b, options?)
Description
Solve a least squares problem using QR factorization. For overdetermined systems (m >= n): minimize ||Ax - b||_2 For underdetermined systems (m < n): find minimum norm solution to Ax = b This function assumes A has full rank. For rank-deficient matrices, use lstsqSVD or lstsqGelsy instead.
Parameters
| Name | Description |
|---|---|
| A | - Coefficient matrix (m × n) |
| b | - Right-hand side vector/matrix (m × nrhs) |
| options(optional) | - Computation options |
Returns
LstSqResult