lstsq

Function lstsq 

pub fn lstsq<T, C>(
    ctx: &mut C,
    a: &Tensor<T>,
    b: &Tensor<T>,
) -> Result<LstsqResult<T, <T as LinalgScalar>::Real>, Error>
Expand description

Solve the least squares problem: x = argmin ||Ax - b||².

§Examples

use tenferro_linalg::lstsq;
use tenferro_prims::CpuContext;
use tenferro_tensor::{MemoryOrder, Tensor};

let mut ctx = CpuContext::new(1);
let col = MemoryOrder::ColumnMajor;
let a = Tensor::<f64>::from_slice(&[1.0, 0.0, 1.0, 1.0], &[2, 2], col).unwrap();
let b = Tensor::<f64>::from_slice(&[1.0, 2.0], &[2], col).unwrap();
let result = lstsq(&mut ctx, &a, &b).unwrap();
assert_eq!(result.solution.dims(), &[2]);