Home > @josh-brown/vector > solveOverdeterminedSystem
Gives an approximate solution to an overdetermined linear system.
Signature:
export declare function solveOverdeterminedSystem<S>(A: Matrix<S>, b: Vector<S>): Vector<S>;|
Parameter |
Type |
Description |
|---|---|---|
|
A |
Matrix<S> |
The matrix _A_ in _Ax = b_ |
|
b |
Vector<S> |
The vector _b_ in _Ax = b_ |
Returns:
Vector<S>
When the system _Ax = b_ is overdetermined, it has no solution. However, there exists a unique vector _x_ which minimizes the difference Ax-b, which solves A.transpose().multiply(A).apply(x) === A.transpose().apply(b)