Function lstsq
pub fn lstsq<T, C>(
ctx: &mut C,
a: &Tensor<T>,
b: &Tensor<T>,
) -> Result<LstsqResult<T, <T as LinalgScalar>::Real>, Error>where
T: KernelLinalgScalar + Conjugate,
<T as LinalgScalar>::Real: LinalgScalar<Real = <T as LinalgScalar>::Real> + Float + KeepCountScalar,
C: TensorLinalgContextFor<T> + TensorScalarContextFor<Standard<T>> + TensorSemiringContextFor<Standard<T>> + TensorScalarContextFor<Standard<<T as LinalgScalar>::Real>>,
<C as TensorLinalgContextFor<T>>::Backend: 'static,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]);