fit()

TikhonovSolver.fit(data_matrix: ndarray, lhs_matrix: ndarray)

Verify dimensions and precompute quantities 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!).