PlainSolver#

class PlainSolver(options=None)[source]#

Solve the l2-norm ordinary least-squares problem without any regularization, i.e.,

min_{X} ||AX - B||_F^2.

The solution is calculated using scipy.linalg.lstsq().

Properties

A

Left-hand side data matrix.

B

"Right-hand side matrix B = [ b_1 | .

d

Number of unknowns to learn in each problem (number of columns of A).

k

Number of equations in the least-squares problem (number of rows of A).

r

Number of independent least-squares problems (number of columns of B).

Methods

cond

Calculate the 2-norm condition number of the data matrix A.

fit

Verify dimensions and save A and B.

misfit

Calculate the data misfit (residual) of the non-regularized problem for each column of B = [ b_1 | .

predict

Solve the least-squares problem.