lstsq.hpp

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#pragma once
 
#include "NumCpp/Core/Internal/StaticAsserts.hpp"
#include "NumCpp/Linalg/svd/SVDClass.hpp"
#include "NumCpp/NdArray.hpp"
 
namespace nc::linalg
{
    //============================================================================
    // Method Description:
    template<typename dtype>
    NdArray<double> lstsq(const NdArray<dtype>& inA, const NdArray<dtype>& inB, double inTolerance = 1e-12)
    {
        STATIC_ASSERT_ARITHMETIC(dtype);
 
        SVD          svdSolver(inA.template astype<double>());
        const double threshold = inTolerance * svdSolver.s().front();
 
        return svdSolver.solve(inB.template astype<double>(), threshold);
    }
} // namespace nc::linalg