Solves the constrained least-squares problem using information from a QR factorization with column pivoting.
Namespace: Altaxo.Calc.RegressionAssembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
Syntaxpublic static void qrsolve(
int n,
double[] r,
int ldr,
int[] ipvt,
double[] diag,
double[] qtb,
double[] x,
double[] sdiag,
double[] wa
)
Parameters
- n Int32
- The number of variables.
- r Double
- Upper triangular matrix R from a QR factorization (stored column-major).
- ldr Int32
- Leading dimension of r.
- ipvt Int32
- Permutation vector defining the pivoting.
- diag Double
- Diagonal elements of the matrix D.
- qtb Double
- The first n components of (Qᵀ)b.
- x Double
- Output array that receives the solution vector.
- sdiag Double
- Output array that receives the diagonal elements of the matrix S.
- wa Double
- Working array of length n.
See Also