least_squares() [4/4]

bool EigenM2::least_squares	(	const LMatrixRRR *	A,
		const LMatrixRRR *	B,
		LMatrixRRR *	X )

Definition at line 558 of file eigen.cpp.

{
  auto old_prec = Real::get_default_prec(); 
  Real::set_default_prec(A->ring().get_precision());
 
  MatrixXmpRRR AXmp(A->numRows(), A->numColumns());
  fill_to_MatrixXmp(*A, AXmp);
  MatrixXmpRRR BXmp(B->numRows(), B->numColumns());
  fill_to_MatrixXmp(*B, BXmp);
 
  Eigen::BDCSVD<MatrixXmpRRR> svd(AXmp, Eigen::ComputeThinU | Eigen::ComputeThinV);
  
  fill_from_MatrixXmp(svd.solve(BXmp), *X);
 
  Real::set_default_prec(old_prec);
  return true;
}

References fill_from_MatrixXmp(), fill_to_MatrixXmp(), M2::ARingRRR::get_precision(), DMat< ACoeffRing >::numColumns(), DMat< ACoeffRing >::numRows(), and DMat< ACoeffRing >::ring().

Referenced by MatrixOps::leastSquares(), MatrixOps::leastSquares(), MatrixOps::leastSquares(), and MatrixOps::leastSquares().