fit()#
- L2DecoupledSolver.fit(data_matrix: ndarray, lhs_matrix: ndarray)[source]#
Verify dimensions and compute the singular value decomposition of the data matrix in preparation to solve the least-squares problem.
- Parameters:
- data_matrix(k, d) ndarray
Data matrix \(\D\).
- lhs_matrix(r, k) or (k,) ndarray
“Left-hand side” data matrix \(\Z\) (not its transpose!). If one-dimensional, assume \(r = 1\).