Thanks for the advice Douglas. Just using B = solve(X,Y) works and it
outputs a warning that an approximate solution is attempted when the matrix
is nearly singular. To suppress the warning I've just included #define
ARMA_WARN_LEVEL 1 at the top of my cpp code. Also, no longer getting some
odd out
Yes, quoting the paper on which ‘solve’ is based on (
http://arma.sourceforge.net/armadillo_solver_2020.pdf):
“The SVD-based solver uses the xGELSD set of functions, which find a
minimum-norm solution to a linear least squares problem.”
On Mon, Jan 31, 2022 at 12:12 AM Alex Ilich wrote:
> Thank
On 31 January 2022 at 09:13, Zé Vinícius wrote:
| Yes, quoting the paper on which ‘solve’ is based on (
| http://arma.sourceforge.net/armadillo_solver_2020.pdf):
|
| “The SVD-based solver uses the xGELSD set of functions, which find a
| minimum-norm solution to a linear least squares problem.”
Y
Very interesting, Dirk. Thanks!
On Mon, Jan 31, 2022 at 12:18 PM Dirk Eddelbuettel wrote:
>
> On 31 January 2022 at 09:13, Zé Vinícius wrote:
> | Yes, quoting the paper on which ‘solve’ is based on (
> | http://arma.sourceforge.net/armadillo_solver_2020.pdf):
> |
> | “The SVD-based solver uses t
