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ConstrainedLinearFitFit Method

Fits beta such that A*beta ≈ y subject to the constraints encoded in projector.

Namespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3618.0 (4.8.3618.0)
Syntax
C#
Copy
public static Vector<double> Fit(
	Matrix<double> A,
	Vector<double> y,
	IConstraintsProjector projector,
	double svdTolerance = 1E-10,
	int maxOuterIterations = 50,
	double convergenceTol = 1E-12
)

Parameters

A  MatrixDouble
Design matrix (n rows × p columns).
y  VectorDouble
Observation vector (n).
projector  IConstraintsProjector
Constraint projector (p parameters).
svdTolerance  Double  (Optional)
Relative singular-value cutoff for the SVD pseudo-inverse. Singular values smaller than svdTolerance * sigma_max are ignored.
maxOuterIterations  Int32  (Optional)
Maximum number of project → solve → project cycles.
convergenceTol  Double  (Optional)
Stop when ||beta_new - beta_old|| < convergenceTol.

Return Value

VectorDouble
Constrained least-squares solution beta (p).
See Also