fit()#

TikhonovSolver.fit(data_matrix: ndarray, lhs_matrix: ndarray)[source]#

Verify dimensions and precompute quantities in preparation to solve the least-squares problem.

Parameters:

data_matrix(k, d) ndarray

Data matrix $\mathbf{D}$.

lhs_matrix(r, k) or (k,) ndarray

“Left-hand side” data matrix $\mathbf{Z}$ (not its transpose!).