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
Calculate the 2-norm condition number of the data matrix A.
Verify dimensions and save A and B.
Calculate the data misfit (residual) of the non-regularized problem for each column of B = [ b_1 | .
Solve the least-squares problem.