lstsq.hpp

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#pragma once
 
#include "NumCpp/Core/Internal/StaticAsserts.hpp"
#include "NumCpp/Linalg/svd/SVD.hpp"
#include "NumCpp/NdArray.hpp"
 
namespace nc::linalg
{
    //============================================================================
    // Method Description:
    template<typename dtype>
    NdArray<double> lstsq(const NdArray<dtype>& inA, const NdArray<dtype>& inB)
    {
        STATIC_ASSERT_ARITHMETIC(dtype);
 
        const auto& aShape = inA.shape();
        const auto& bShape = inB.shape();
 
        const auto bIsFlat = inB.isflat();
        if (bIsFlat && bShape.size() != aShape.rows)
        {
            THROW_INVALID_ARGUMENT_ERROR("Invalid matrix dimensions");
        }
        else if (!bIsFlat && inA.shape().rows != bShape.rows)
        {
            THROW_INVALID_ARGUMENT_ERROR("Invalid matrix dimensions");
        }
 
        SVD svd(inA.template astype<double>());
 
        if (bIsFlat)
        {
            return svd.lstsq(inB.template astype<double>());
        }
 
        const auto bCast     = inB.template astype<double>();
        const auto bRowSlice = bCast.rSlice();
 
        auto       result         = NdArray<double>(aShape.cols, bShape.cols);
        const auto resultRowSlice = result.rSlice();
 
        for (uint32 col = 0; col < bShape.cols; ++col)
        {
            result.put(resultRowSlice, col, svd.lstsq(bCast(bRowSlice, col)));
        }
 
        return result;
    }
} // namespace nc::linalg