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lstsq

lstsq(A, b): object

Defined in: qr.js:128

Least-squares solution of A x ≈ b via reduced QR.

Requires m >= n and full column rank: solves R x = Q^T b by back substitution. Throws for rank-deficient R.

Parameters

A

number[][]

m x n matrix with m >= n

b

number[]

Right-hand side of length m

Returns

object

residualNorm = ||A x - b||_2

residualNorm

residualNorm: number

x

x: number[]